A copula model for marked point process with a terminal event: an application in dynamic prediction of insurance claims
From MaRDI portal
Publication:6665456
DOI10.1214/24-AOAS1902MaRDI QIDQ6665456
Lu Yang, Shimeng Huang, Peng Shi
Publication date: 17 January 2025
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Cites Work
- Title not available (Why is that?)
- Pair-copula constructions of multiple dependence
- Random-Effects Models for Longitudinal Data
- Proper local scoring rules
- A copula model for marked point processes
- Survival and event history analysis. A process point of view
- A generalization of the beta distribution with applications
- Vines -- a new graphical model for dependent random variables.
- Gaussian copula marginal regression
- A comprehensive model for cyber risk based on marked point processes and its application to insurance
- The statistical analysis of recurrent events.
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- Joint model for left-censored longitudinal data, recurrent events and terminal event: predictive abilities of tumor burden for cancer evolution with application to the FFCD 2000--05 trial
- Joint Models for Longitudinal and Time-to-Event Data
- Fully Exponential Laplace Approximations for the Joint Modelling of Survival and Longitudinal Data
- Modeling Longitudinal Data with Nonparametric Multiplicative Random Effects Jointly with Survival Data
- A Two-Part Joint Model for the Analysis of Survival and Longitudinal Binary Data with Excess Zeros
- Analysis of Longitudinal Data in the Presence of Informative Observational Times and a Dependent Terminal Event, with Application to Medical Cost Data
- Shared parameter models under random effects misspecification
- Covariate measurement errors and parameter estimation in a failure time regression model
- A Joint Model for Survival and Longitudinal Data Measured with Error
- Empirical supremum rejection sampling
- Bayesian Influence Measures for Joint Models for Longitudinal and Survival Data
- Pair Copula Constructions for Insurance Experience Rating
- Modelling Progression of CD4-Lymphocyte Count and Its Relationship to Survival Time
- Joint Models for Multivariate Longitudinal and Multivariate Survival Data
- A Flexible B‐Spline Model for Multiple Longitudinal Biomarkers and Survival
- An Optimum Property of Regular Maximum Likelihood Estimation
- Maximum Likelihood Estimation of Misspecified Models
This page was built for publication: A copula model for marked point process with a terminal event: an application in dynamic prediction of insurance claims
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6665456)