Multi-type insurance claim processes with high-dimensional covariates

DOI10.1080/03610918.2014.968727zbMath1462.62635OpenAlexW1981364272MaRDI QIDQ2965587

Xian Zhou, Xiao Bing Zhao

Publication date: 3 March 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.968727

zbMATH Keywords

sufficient dimension reductioncopula functionrecurrent eventmultiple-type insurance claim process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

K-medoids inverse regression

Cites Work

• Unnamed Item
• Unnamed Item
• Regression analysis of multivariate recurrent event data with a dependent terminal event
• An introduction to copulas.
• The analysis of multivariate recurrent events with partially missing event types
• Multivariate probit models for conditional claim-types
• Asymptotic properties of the product limit estimate under random truncation
• On the distributions of two classes of correlated aggregate claims
• Local likelihood and local partial likelihood in hazard regression
• Analysis of multivariate survival data
• Marginal means/rates models for multiple type recurrent event data
• Multivariate locally weighted least squares regression
• Nearest neighbor inverse regression
• On kernel method for sliced average variance estimation
• The statistical analysis of recurrent events.
• Asymptotic efficiency of the two-stage estimation method for copula-based models
• Asymptotics for pooled marginal slicing estimator based on SIR\(_\alpha\) approach
• Sufficient Dimension Reduction for Censored Regressions
• On a Projective Resampling Method for Dimension Reduction With Multivariate Responses
• An Individual Claims Reserving Model
• Interim Monitoring of Longitudinal Comparative Studies with Recurrent Event Responses
• Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
• Robust Tests for Treatment Comparisons Based on Recurrent Event Responses
• A Model-Free Test for Reduced Rank in Multivariate Regression
• Dimension Reduction for Multivariate Response Data
• Joint Modeling and Estimation for Recurrent Event Processes and Failure Time Data
• On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models
• Dimension Reduction and Semiparametric Estimation of Survival Models
• Understanding Relationships Using Copulas
• Statistical models based on counting processes

This page was built for publication: Multi-type insurance claim processes with high-dimensional covariates