Dependent Multi-Peril Ratemaking Models
From MaRDI portal
Publication:3071117
DOI10.2143/AST.40.2.2061134zbMath1235.91088OpenAlexW2214567744MaRDI QIDQ3071117
Glenn Meyers, Edward W. Frees, A. David Cummings
Publication date: 1 February 2011
Full work available at URL: https://EconPapers.repec.org/RePEc:cup:astinb:v:40:y:2010:i:02:p:699-726_00
Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20)
Related Items
CMPH: a multivariate phase-type aggregate loss distribution, Knowledge Learning of Insurance Risks Using Dependence Models, Non-Life Insurance Risk Classification Using Categorical Embedding, A dependent frequency-severity approach to modeling longitudinal insurance claims, Individual claims reserving using activation patterns, Robust claim frequency modeling through phase-type mixture-of-experts regression, A multivariate aggregate loss model, Rank-based inference tools for copula regression, with property and casualty insurance applications, MULTIVARIATE MODELLING OF HOUSEHOLD CLAIM FREQUENCIES IN MOTOR THIRD-PARTY LIABILITY INSURANCE, On the evaluation of risk models with bivariate integer-valued time series, A modified pseudo-copula regression model for risk groups with various dependency levels