Empirical investigation of insurance claim dependencies using mixture models (Q487617): Difference between revisions

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+P05
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+6389522
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+risk dependencies
@@ Property / zbMATH Keywords: risk dependencies / rank @@
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@@ Property / zbMATH Keywords @@
+relative risk measures
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+Normal rank
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+logit-normal mixture models
@@ Property / zbMATH Keywords: logit-normal mixture models / rank @@
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@@ Property / zbMATH Keywords @@
+probit-normal mixture models
@@ Property / zbMATH Keywords: probit-normal mixture models / rank @@
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+beta-binomial distribution
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+https://doi.org/10.1007/s13385-014-0088-x
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+W3122740134
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@@ Property / cites work @@
+Explicit ruin formulas for models with dependence among risks
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+Simulation of ruin probabilities for risk processes of Markovian type
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+Multivariate insurance models: an overview
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+On two dependent individual risk models.
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+Normal rank
@@ Property / cites work @@
+Measuring the impact of dependence between claims occurrences.
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+The concept of comonotonicity in actuarial science and finance: applications.
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+The concept of comonotonicity in actuarial science and finance: theory.
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+Biostatistical Methods
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+Dependence in Dynamic Claim Frequency Credibility Models
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+Longitudinal modeling of insurance claim counts using jitters
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@@ links / mardi / name / links / mardi / name @@
+Publication:487617