SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION

DOI10.1017/asb.2022.12OpenAlexW4281397647MaRDI QIDQ5045332

Andreas Tsanakas, Rui Zhu

Publication date: 4 November 2022

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2022.12

zbMATH Keywords

copulaclassificationmodel selectionimage recognitiontransfer learningdependence modelling

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Uses Software

• MASS (R)
• copula
• VineCopula
• ElemStatLearn
• QRM
• copula
• ImageNet
• AlexNet

Cites Work

• Unnamed Item
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• Model selection of copulas: AIC versus a cross validation copula information criterion
• On regression representations of stochastic processes
• Measures of tail asymmetry for bivariate copulas
• The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking
• A mixed copula model for insurance claims and claim sizes
• Statistical Analysis of Financial Data in S-Plus
• MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS
• Quasi-Random Sampling for Multivariate Distributions via Generative Neural Networks
• A COPULA REGRESSION FOR MODELING MULTIVARIATE LOSS TRIANGLES AND QUANTIFYING RESERVING VARIABILITY
• The Copula Information Criteria
• Credibility Using Copulas
• Understanding Relationships Using Copulas
• Testing for independence in arbitrary distributions

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