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08/30/2023
A Classification of Observation-Driven State-Space Count Models for Panel Data
State-space models are widely used in many applications. In the domain o...
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10/18/2021
A simple Bayesian state-space model for the collective risk model
The collective risk model (CRM) for frequency and severity is an importa...
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09/16/2021
On the ordering of credibility factors
Traditional credibility analysis of risks in insurance is based on the r...
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06/11/2020
On a Multi-Year Microlevel Collective Risk Model
For a typical insurance portfolio, the claims process for a short period...
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04/17/2020