Modelling the aggregate loss for insurance claims with dependence
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Publication:5078508
DOI10.1080/03610926.2019.1659368OpenAlexW2972030505MaRDI QIDQ5078508
Zehui Liu, Nan Zhang, Ning Wang, Lin-Yi Qian
Publication date: 23 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1659368
generalized linear mixed modelsgeneralized linear modelsdependenceMCEM algorithmmetropolis-Hastings algorithmclaim countsclaim amounts
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