Multilevel modeling of insurance claims using copulas (Q312930): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Pair-copula constructions of multiple dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Student-\(t\) censored regression model: properties and inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on pseudolikelihood constructed from marginal densities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate statistical modelling based on generalized linear models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hierarchical Insurance Claims Modeling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Composite Likelihood Bayesian Information Criteria for Model Selection in High-Dimensional Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear censored regression models with scale mixtures of normal distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Optimum Property of Regular Maximum Likelihood Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: On weighting of bivariate margins in pairwise likelihood / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3811553 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fitting Tweedie's compound poisson model to insurance claims data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2915817 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3998435 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Models for discrete longitudinal data. / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Two-Part Random-Effects Model for Semicontinuous Longitudinal Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pair Copula Constructions for Multivariate Discrete Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated / rank
 
Normal rank
Property / cites work
 
Property / cites work: Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Insurance ratemaking using a copula-based multivariate Tweedie model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Joint Regression Analysis of Correlated Data Using Gaussian Copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of Relationships for Limited Dependent Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: On composite marginal likelihoods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3074760 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on composite likelihood inference and model selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood-based and Bayesian methods for Tweedie compound Poisson linear mixed models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Composite likelihood estimation in multivariate data analysis / rank
 
Normal rank

Latest revision as of 14:08, 12 July 2024

scientific article
Language Label Description Also known as
English
Multilevel modeling of insurance claims using copulas
scientific article

    Statements

    Multilevel modeling of insurance claims using copulas (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    9 September 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    composite likelihood
    0 references
    insurance claims
    0 references
    longitudinal data
    0 references
    multivariate regression
    0 references
    property-casualty insurance
    0 references
    Tweedie distribution
    0 references
    0 references
    0 references
    0 references
    0 references