Dependence in Credibility Models Based on Generalized Linear Models
Michel M. Denuit, Jan Dhaene, Marc J. Goovaerts, R. Kaas · 2005
This chapter contains sections titled: Introduction Poisson Credibility Models for Claim Frequencies More Results for the Static Credibility Model More Results for the Dynamic Credibility Models On the Dependence Induced by Bonus–Malus Scales Credibility Theory and Time Series for Non-Normal Data Exercises