Pages that link to "Item:Q2866311"

The following pages link to A mixed copula model for insurance claims and claim sizes (Q2866311):

Displaying 50 items.

• Rejoinder: Statistical models and methods for dependence in insurance data (Q458107) (← links)
• Empirical investigation of insurance claim dependencies using mixture models (Q487617) (← links)
• Dependent frequency-severity modeling of insurance claims (Q495514) (← links)
• Derivatives and Fisher information of bivariate copulas (Q744776) (← links)
• Does hunger for bonuses drive the dependence between claim frequency and severity? (Q1622507) (← links)
• The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
• Investigating dependence between frequency and severity via simple generalized linear models (Q1726156) (← links)
• Recursive estimation of the claim rates and sizes in an insurance model (Q1769359) (← links)
• Compound model for two dependent kinds of claim (Q1892982) (← links)
• Rank-based inference tools for copula regression, with property and casualty insurance applications (Q2010890) (← links)
• Total loss estimation using copula-based regression models (Q2015655) (← links)
• Pricing service maintenance contracts using predictive analytics (Q2029372) (← links)
• Modelling mortality dependence: an application of dynamic vine copula (Q2038244) (← links)
• A copula transformation in multivariate mixed discrete-continuous models (Q2049229) (← links)
• Empirical risk assessment of maintenance costs under full-service contracts (Q2079387) (← links)
• A novel claim size distribution based on a Birnbaum-Saunders and gamma mixture capturing extreme values in insurance: estimation, regression, and applications (Q2158510) (← links)
• Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims (Q2179972) (← links)
• Bayesian credibility under a bivariate prior on the frequency and the severity of claims (Q2234765) (← links)
• A multi-year microlevel collective risk model (Q2234768) (← links)
• Statistical pattern recognition using Gaussian copula (Q2320988) (← links)
• Bayesian total loss estimation using shared random effects (Q2347072) (← links)
• Tail negative dependence and its applications for aggregate loss modeling (Q2347104) (← links)
• Generalised linear models for aggregate claims: to Tweedie or not? (Q2356243) (← links)
• A censored copula model for micro-level claim reserving (Q2421392) (← links)
• A dependent frequency-severity approach to modeling longitudinal insurance claims (Q2421404) (← links)
• Collective risk models with dependence (Q2421408) (← links)
• Copula models for insurance claim numbers with excess zeros and time-dependence (Q2427825) (← links)
• Joint modelling of the total amount and the number of claims by conditionals (Q2518553) (← links)
• Bivariate credibility bonus-malus premiums distinguishing between two types of claims (Q2520438) (← links)
• Generalized linear models for dependent frequency and severity of insurance claims (Q2520448) (← links)
• Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information (Q2656993) (← links)
• Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims (Q2670111) (← links)
• Copula-based bivariate finite mixture regression models with an application for insurance claim count data (Q2677131) (← links)
• Frequency-severity experience rating based on latent Markovian risk profiles (Q2682996) (← links)
• Dependence modeling of frequency-severity of insurance claims using waiting time (Q2685512) (← links)
• Estimating copulas for insurance from scarce observations, expert opinion and prior information: a Bayesian approach (Q2866012) (← links)
• Modeling dependent yearly claim totals including zero claims in private health insurance (Q2866301) (← links)
• A modified pseudo-copula regression model for risk groups with various dependency levels (Q3390612) (← links)
• (Q3402704) (← links)
• Handling the Dependence of Claim Severities with Copula Models (Q3583083) (← links)
• A data driven binning strategy for the construction of insurance tariff classes (Q4562032) (← links)
• TERRITORIAL RISK CLASSIFICATION USING SPATIALLY DEPENDENT FREQUENCY-SEVERITY MODELS (Q4563800) (← links)
• Insurance ratemaking using a copula-based multivariate Tweedie model (Q4576965) (← links)
• Bonus-Malus premiums under the dependent frequency-severity modeling (Q4959764) (← links)
• On copula-based collective risk models: from elliptical copulas to vine copulas (Q4990500) (← links)
• Modeling Malicious Hacking Data Breach Risks (Q5027904) (← links)
• Using copulas for rating weather index insurance contracts (Q5036335) (← links)
• SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION (Q5045332) (← links)
• Designing a Bonus-Malus system reflecting the claim size under the dependent frequency–severity model (Q5051189) (← links)
• Modelling the aggregate loss for insurance claims with dependence (Q5078508) (← links)