A bivariate model of claim frequencies and severities

DOI10.1080/02664760600743969zbMath1119.62368OpenAlexW1996753694MaRDI QIDQ3592629

Gabriel Escarela, Jacques F. Carriere

Publication date: 13 September 2007

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760600743969

zbMATH Keywords

diagnosticssurvival copulaFrank's copulabivariate loss distributionBurr regression

Mathematics Subject Classification ID

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

Related Items (3)

Copula models for insurance claim numbers with excess zeros and time-dependence ⋮ Measurement of bivariate attributes using a novel statistical model ⋮ A max-min model of random variables in bivariate random sequences

Uses Software

• Maple

Cites Work

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• On the simultaneous associativity of F(x,y) and x+y-F(x,y)
• An introduction to copulas. Properties and applications
• Burr regression and portfolio segmentation
• Fitting bivariate loss distributions with copulas
• Testing independence in bivariate distributions of claim frequencies and severities
• Frank's family of bivariate distributions
• Properties of a one-parameter family of bivariate distributions with specified marginals
• Understanding Relationships Using Copulas

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