Modeling heterogeneity and serial correlation of non-life insurance policyholders using a GLM–HMM framework

Özalp M. A., Şahin Ş., Yıldırak Ş. K.

JOURNAL OF APPLIED STATISTICS, vol.13, no.1, pp.1-34, 2026 (SCI-Expanded, Scopus) identifier

  • Publication Type: Article / Article
  • Volume: 13 Issue: 1
  • Publication Date: 2026
  • Doi Number: 10.1080/02664763.2026.2670465
  • Journal Name: JOURNAL OF APPLIED STATISTICS
  • Journal Indexes: Scopus, Science Citation Index Expanded (SCI-EXPANDED), ABI/INFORM, MathSciNet, zbMATH
  • Page Numbers: pp.1-34
  • Hacettepe University Affiliated: Yes

Abstract