Concepedia

Multivariate Pricing Models

Multivariate Pricing Models is a statistical modeling framework in insurance pricing that simultaneously incorporates multiple interrelated risk factors to estimate premiums, distinguishing itself from univariate or bivariate approaches by explicitly accounting for the joint effects and interactions among predictors within a unified structure.

69

Publications

3.1K

Citations

125

Authors

92

Institutions

Publications per year

2017–2026

5

Parents

Publications

69

Multivariate proxies and asset pricing relations

Jay Shanken · Journal of Financial Economics · 1987 · 233 citations

, , +14

Co-op advertising and pricing models in manufacturer–retailer supply chains

Jinxing Xie, Alexandre Neyret · Computers & Industrial Engineering · 2008 · 197 citations

, , +16

On multivariate tests of the CAPM

A. Craig MacKinlay · Journal of Financial Economics · 1987 · 150 citations

, , +16

On Measuring Skewness and Elongation in Common Stock Return Distributions: The Case of the Market Index

S. G. Badrinath, Sangit Chätterjee · The Journal of Business · 1988 · 137 citations

, , +16

Bivariate option pricing using dynamic copula models

R.W.J. van den Goorbergh, Christian Genest, Bas J. M. Werker · Insurance Mathematics and Economics · 2005 · 129 citations

, , +14

1–5 of 69

Authors

125

  1. EL
    Elisa Luciano

    University of Turin, Italy

    3 publications · 186 citations

    3

    h-index

  2. UC
    Umberto Cherubini

    University of Bologna, Italy

    3 publications · 186 citations

    3

    h-index

  3. EW
    Edward W. Frees

    University of Wisconsin–Madison, United States

    2 publications · 53 citations

    2

    h-index

  4. ER
    Eran Raviv

    Erasmus University Rotterdam, Netherlands

    2 publications · 121 citations

    2

    h-index

  5. MW
    Martin Wallmeier

    University of Fribourg, Switzerland

    2 publications · 41 citations

    2

    h-index

1–5 of 125

Institutions

92

  1. University of Waterloo

    Waterloo, Canada

    3 h-index

    4 publications

    93 citations

  2. City, University of London

    London, United Kingdom

    3 h-index

    4 publications

    78 citations

  3. University of Turin

    Turin, Italy

    3 h-index

    4 publications

    292 citations

  4. Kyoto University

    Kyoto, Japan

    2 h-index

    2 publications

    59 citations

  5. Université Laval

    Québec, Canada

    2 h-index

    3 publications

    169 citations

  6. University of Wisconsin–Madison

    Madison, United States

    2 h-index

    2 publications

    69 citations

  7. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    2 h-index

    3 publications

    228 citations

  8. University of Bologna

    Bologna, Italy

    2 h-index

    3 publications

    177 citations

1–8 of 92

Venues

  1. North American Actuarial Journal

    NAAJ · 5 publications · 169 citations

    5

    h-index

  2. SSRN Electronic Journal

    Repository · 5 publications · 92 citations

    5

    h-index

  3. Astin Bulletin

    5 publications · 123 citations

    5

    h-index

  4. The Journal of Computational Finance

    3 publications · 73 citations

    3

    h-index

  5. Journal of Business and Economic Statistics

    JBES · 2 publications · 177 citations

    2

    h-index

1–5