Copula credibility for aggregate loss models (Q2492180): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2005.10.004
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+W2048599184
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@@ Property / cites work @@
+Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects.
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+On the theory of elliptically contoured distributions
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+Q4224185
@@ Property / cites work: Q4224185 / rank @@
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@@ Property / cites work @@
+Multivariate Credibility for Aggregate Loss Models
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+Longitudinal and Panel Data
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+A longitudinal data analysis interpretation of credibility models
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+Understanding Relationships Using Copulas
@@ Property / cites work: Understanding Relationships Using Copulas / rank @@
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+Credibility Using Copulas
@@ Property / cites work: Credibility Using Copulas / rank @@
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+Multivariate extremes, aggregation and dependence in elliptical distributions
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+Q4679848
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+Tail Conditional Expectations for Elliptical Distributions
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+Q3998435
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+An introduction to copulas. Properties and applications
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+Designing Optimal Bonus-Malus Systems from Different Types of Claims
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+Allowance for the Age of Claims in Bonus-Malus Systems
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+Dependence in Dynamic Claim Frequency Credibility Models
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