Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing
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Publication:5881112
DOI10.1080/01621459.2022.2040519zbMath1506.62417OpenAlexW4213354461MaRDI QIDQ5881112
Publication date: 9 March 2023
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2022.2040519
asymmetric informationcompound distributionendogenous regressorpair copula constructionnonlife insurance
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Cites Work
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