Actuarial Modelling of Claim Counts Risk Classification, Credibility ...

Bibliography 353
Walhin, J.-F., & Paris, J. (2000). The true claim amount and frequency distributions within a bonusmalus
system. ASTIN Bulletin 30, 391–403.
Walhin, J.-F., & Paris, J. (2001). The practical replacement of a bonus-malus system. ASTIN Bulletin
31, 317–335.
Wedel, M., Böckenholtb, U., & Kamakurac, W.A. (2003). Factor models for multivariate count
data. Journal of Multivariate Analysis 87, 356–369.
Weisberg, H.I., Tomberlin, T.J., & Chatterjee, S. (1984). Predicting insurance losses under crossclassification:
A comparison of alternative approaches. Journal of Business & Economic Statistics
2, 170–178.
Whitney, W. (1918). The theory of experience rating. Proceedings of the Casualty Actuarial Society
4, 274–292.
Williams, G.J., & Huang, Z. (1996). KDD for insurance risk assessment: A case study. CSIRO
Mathematical and Information Sciences.
Willmot, G.E. (1987). The Poisson-inverse gaussian distribution as an alternative to the negative
binomial. Scandinavian Actuarial Journal, 113–127.
Winkelmann, R. (2003). Econometric Analysis of Count Data. Springer, New York.
Yeo, A.C., Smith, K.A., Willis, R.J., & Brooks, M. (2001). Clustering technique for risk classification
and prediction of claim costs in the automobile insurance industry. International Journal of Intelligent
Systems in Accounting, Finance and Management 10, 39–50.
Yeo, K.L., & Valdez, E.A. (2006). Claim dependence with common effects in credibility models.
Insurance: Mathematics and Economics 38, 609–629.
Yip, K.C.H., & Yau, K.K.W. (2005). On modeling claim frequency data in general insurance with
extra zeros. Insurance: Mathematics and Economics 36, 153–163.
Young, V.R. (1997). Credibility using semiparametric models. ASTIN Bulletin 27, 273–285.
Young, V.R. (1998a). Credibility using a loss function from spline theory: parametric models with a
one-dimensional sufficient statistic. North American Actuarial Journal 2, 101–117 (with discussion).
Young, V.R. (1998b). Robust Bayesian credibility using semiparametric models. ASTIN Bulletin 28,
187–203.
Young, V.R. (2000). Credibility using semiparametric models and a loss function with a constancy
penalty. Insurance: Mathematics and Economics 26, 151–156.
Young, V.R., & De Vylder, F.E. (2000). Credibility in favor of unlucky insureds. North American
Actuarial Journal 4, 107–113.