Pages that link to "Item:Q4690933"
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The following pages link to Pair Copula Constructions for Insurance Experience Rating (Q4690933):
Displaying 27 items.
- Satisficing credibility for heterogeneous risks (Q2076853) (← links)
- A new class of copula regression models for modelling multivariate heavy-tailed data (Q2138631) (← links)
- A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference (Q2138633) (← links)
- Analysis of ordinal and continuous longitudinal responses using pair copula construction (Q2168557) (← 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)
- Predictive analytics of insurance claims using multivariate decision trees (Q2283657) (← links)
- Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information (Q2656993) (← links)
- A multivariate frequency-severity framework for healthcare data breaches (Q2686030) (← links)
- Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series (Q3391262) (← links)
- Using copulas for rating weather index insurance contracts (Q5036335) (← links)
- MULTI-STATE MODELLING OF CUSTOMER CHURN (Q5045334) (← links)
- Knowledge Learning of Insurance Risks Using Dependence Models (Q5085485) (← links)
- Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing (Q5881112) (← links)
- Bayesian variable selection for non‐Gaussian responses: a marginally calibrated copula approach (Q6052195) (← links)
- Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction (Q6118721) (← links)
- Bivariate distribution regression with application to insurance data (Q6152694) (← links)
- Diagnostic tests before modeling longitudinal actuarial data (Q6152700) (← links)
- Parametric expectile regression and its application for premium calculation (Q6171958) (← links)
- Leveraging Weather Dynamics in Insurance Claims Triage Using Deep Learning (Q6567876) (← links)
- A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data (Q6573814) (← links)
- Nonparametric Copula Estimation for Mixed Insurance Claim Data (Q6620882) (← links)
- Modeling Multivariate Time Series With Copula-Linked Univariate D-Vines (Q6620894) (← links)
- A general frailty model to accommodate individual heterogeneity in the acquisition of multiple infections: an application to bivariate current status data (Q6627373) (← links)
- Measuring Association among censored antibody titer data (Q6628151) (← links)
- A copula model for marked point process with a terminal event: an application in dynamic prediction of insurance claims (Q6665456) (← links)
