most citedOn Copula-based Collective Risk Models

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math.ST2018

The Poisson random effect model for experience ratemaking: limitations and alternative solutions

Woojoo Lee, Jeonghwan Kim, Jae Youn Ahn

Poisson random effect models with a shared random effect have been widely used in actuarial science for analyzing the number of claims. In particular, the random effect is a key fa…