Testing independence in bivariate distributions of claim frequencies and severities

DOI10.1016/S0167-6687(97)88952-4zbMath0911.62094MaRDI QIDQ1381474

Jacques F. Carriere

Publication date: 17 March 1998

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

independencebootstrappingseverityclaim frequency

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)

Related Items (3)

On the independence between risk profiles in the compound collective risk actuarial model ⋮ A bivariate model of claim frequencies and severities ⋮ Fitting bivariate loss distributions with copulas

Cites Work

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• Smoothing methods in statistics
• The compound Poisson approximation for a portfolio of dependent risks

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