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North American Actuarial Journal Volume 7, 2003 - Issue 1
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Original Articles

Multivariate Credibility for Aggregate Loss Models

Edward W. Frees F.S.A., Ph.D. School of Business, University of Wisconsin-Madison, 975 University Ave., Madison, WI, 53706
Pages 13-37 | Published online: 03 Jan 2013

Citations (20)

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Read on this site (8)

Cary Chi-Liang Tsai & Adelaide Di Wu. (2020) Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations. North American Actuarial Journal 24:2, pages 290-315.
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Marina Maniati, Evangelos Sambracos & Emmanouil Nikolaidis. (2020) Integrating banks’ decision on financing dry bulk shipping: a multivariable approach. Maritime Policy & Management 47:1, pages 127-138.
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Stig Rosenlund. (2018) Credibility pseudo-estimators. Scandinavian Actuarial Journal 2018:9, pages 770-791.
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Cary Chi-Liang Tsai & Tzuling Lin. (2017) A Bühlmann Credibility Approach to Modeling Mortality Rates. North American Actuarial Journal 21:2, pages 204-227.
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Lluís Bermúdez & Dimitris Karlis. (2017) A posteriori ratemaking using bivariate Poisson models. Scandinavian Actuarial Journal 2017:2, pages 148-158.
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Marina Maniati & Evangelos Sambracos. (2017) Decision-making process in shipping finance: A stochastic approach. Cogent Economics & Finance 5:1.
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Vincent Goulet, Antoni Forgues & Jiatao Lu. (2006) Credibility for Severity Revisited. North American Actuarial Journal 10:1, pages 49-62.
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EdwardW. Frees & Ping Wang. (2005) Credibility Using Copulas. North American Actuarial Journal 9:2, pages 31-48.
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Articles from other publishers (12)

Martin Bladt & Jorge Yslas. (2023) Robust claim frequency modeling through phase-type mixture-of-experts regression. Insurance: Mathematics and Economics 111, pages 1-22.
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Florian Pechon, Michel Denuit & Julien Trufin. (2020) Home and Motor insurance joined at a household level using multivariate credibility. Annals of Actuarial Science 15:1, pages 82-114.
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Rosy Oh, Youngju Lee, Dan Zhu & Jae Youn Ahn. (2021) Predictive risk analysis using a collective risk model: Choosing between past frequency and aggregate severity information. Insurance: Mathematics and Economics 96, pages 127-139.
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Levon Barseghyan, Francesca Molinari, Darcy Steeg Morris & Joshua C. Teitelbaum. (2020) The Cost of Legal Restrictions on Experience Rating. Journal of Empirical Legal Studies 17:1, pages 38-70.
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Yang Lu. (2018) Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting. Journal of Risk and Insurance 85:4, pages 1083-1102.
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Emilio Gómez-Déniz & Enrique Calderín-Ojeda. (2018) Multivariate Credibility in Bonus-Malus Systems Distinguishing between Different Types of Claims. Risks 6:2, pages 34.
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Myung Joon Kim & Yeong-Hwa Kim. (2013) A study of Bayesian inference on auto insurance credibility application. Journal of the Korean Data and Information Science Society 24:4, pages 689-699.
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Myung Joon Kim, Jung-Ah Choi & Yeong-Hwa Kim. (2013) Suggestions of Partial Credibilities for Proper Non-Life Insurance Premium. Korean Journal of Applied Statistics 26:2, pages 321-333.
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F. Thuring, J.P. Nielsen, M. Guillén & C. Bolancé. (2012) Selecting prospects for cross-selling financial products using multivariate credibility. Expert Systems with Applications 39:10, pages 8809-8816.
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Fredrik Thuring. (2011) A credibility method for profitable cross-selling of insurance products. Annals of Actuarial Science 6:1, pages 65-75.
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Edward W. Frees & Ping Wang. (2006) Copula credibility for aggregate loss models. Insurance: Mathematics and Economics 38:2, pages 360-373.
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Levon Barseghyan, Francesca Molinari, Darcy Steeg Morris & Joshua C. Teitelbaum. (2012) Unlucky or Risky? Unobserved Heterogeneity and Experience Rating in Insurance Markets. SSRN Electronic Journal.
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