Most of the methods used to estimate claim frequency rates in general insurance have assumed that data are independent. However, it is not uncommon for information stored in the database of an insurance company to contain previous years' claim data from each policyholder. We consider the...

The portmanteau statistic is commonly used for testing goodness-of-fit of time series models. However, this lack of fit test may depend on one or several atypical observations in the series. We investigate the sensitivity of the portmanteau statistic in the presence of additive outliers....

This paper investigates local influence measures for assessing cluster influence in generalized linear mixed models. Several cluster-specific perturbation schemes are considered. The proposed local influence diagnostics are applied to analyse maternity length of inpatient stay data where...