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MonographDOI

Actuarial Modelling of Claim Counts

Michel Denuit, +3 more
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The article was published on 2007-08-10. It has received 148 citations till now.

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Journal ArticleDOI

Number of Accidents or Number of Claims? An Approach with Zero-Inflated Poisson Models for Panel Data

Jean-Philippe Boucher, +2 more
- 01 Dec 2009 - 
TL;DR: In this paper, the authors assume that the number of accidents is based on a Poisson distribution but that the claims is generated by censorship of this distribution, and then they present new models for panel count data based on the zero-inflated poisson distribution.
Journal ArticleDOI

Modelling Dependence in a Ratemaking Procedure with Multivariate Poisson Regression Models

Lluís Bermúdez, +1 more
- 06 Apr 2010 - 
TL;DR: In this article, the authors introduce different multivariate Poisson regression models in order to relax the independence assumption, including zero-inflated models to account for excess of zeros and overdispersion.
Journal ArticleDOI

Bayesian multivariate Poisson models for insurance ratemaking

Lluís Bermúdez, +1 more
- 01 Mar 2011 - 
TL;DR: In this article, the authors introduce different multivariate Poisson regression models in order to relax the independence assumption, including zero-inflated models to account for excess of zeros and overdispersion.
Journal ArticleDOI

Evaluation and aggregation of pay-as-you-drive insurance rate factors

Johannes Paefgen, +2 more
TL;DR: A real-world dataset and classification analysis is used to evaluate rate factors and finds that neural networks exhibit the best classification performance, however, logistic regression models seem more suitable from an actuarial viewpoint.
Journal ArticleDOI

Unravelling the predictive power of telematics data in car insurance pricing

Roel Verbelen, +3 more
- 01 Nov 2018 - 
TL;DR: In this paper, a data set from a Belgian telematics product aimed at young drivers is used to identify how car insurance premiums can be designed based on the tele-matics data collected by a black box installed in the vehicle.