Pages that link to "Item:Q3583083"
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The following pages link to Handling the Dependence of Claim Severities with Copula Models (Q3583083):
Displaying 8 items.
- Maintaining tail dependence in data shuffling using \(t\) copula (Q631546) (← links)
- A censored copula model for micro-level claim reserving (Q2421392) (← links)
- Copula models for insurance claim numbers with excess zeros and time-dependence (Q2427825) (← links)
- Mathematical modelling for claim severities using normal and \(t\) copulas (Q2829726) (← links)
- Modeling dependent yearly claim totals including zero claims in private health insurance (Q2866301) (← links)
- Modelling dependence in insurance claims process with Lévy copulas (Q2890526) (← links)
- Using copulas for rating weather index insurance contracts (Q5036335) (← links)
- Spatial copula-based modeling of claim frequency and claim size in third-party car insurance: a Poisson-mixed approach for predictive analysis (Q6665593) (← links)