Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims
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Publication:2179972
DOI10.1214/19-AOAS1299zbMath1439.62247arXiv1910.05676MaRDI QIDQ2179972
Publication date: 13 May 2020
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.05676
Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) General nonlinear regression (62J02) Missing data (62D10)
Related Items (8)
Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing ⋮ Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims ⋮ A simple Bayesian state-space approach to the collective risk models ⋮ Leveraging high-resolution weather information to predict hail damage claims: a spatial point process for replicated point patterns ⋮ Frequency-severity experience rating based on latent Markovian risk profiles ⋮ Dependence modeling of frequency-severity of insurance claims using waiting time ⋮ A multivariate frequency-severity framework for healthcare data breaches ⋮ A copula transformation in multivariate mixed discrete-continuous models
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