Modeling dependent yearly claim totals including zero claims in private health insurance
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Publication:2866301
DOI10.1080/03461238.2010.489762zbMath1277.91084OpenAlexW2042273572MaRDI QIDQ2866301
Claudia Czado, Vinzenz Erhardt
Publication date: 13 December 2013
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2010.489762
Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (12)
TERRITORIAL RISK CLASSIFICATION USING SPATIALLY DEPENDENT FREQUENCY-SEVERITY MODELS ⋮ Double chain ladder, claims development inflation and zero-claims ⋮ Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims ⋮ A dependent frequency-severity approach to modeling longitudinal insurance claims ⋮ A corrected Clarke test for model selection and beyond ⋮ Optimal health insurance and trade-off between health and wealth ⋮ Testing Alternative Regression Frameworks for Predictive Modeling of Health Care Costs ⋮ Testing Asymmetry in Dependence with Copula-Coskewness ⋮ Dependent frequency-severity modeling of insurance claims ⋮ Copula approaches for modeling cross-sectional dependence of data breach losses ⋮ Simulation methods for robust risk assessment and the distorted mix approach ⋮ CD-vine model for capturing complex dependence
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