Rank-based inference tools for copula regression, with property and casualty insurance applications (Q2010890): Difference between revisions

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+MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS
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+A bivariate regression model for matched paired survival data: local influence and residual analysis
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+Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
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+Rank-based methods for modeling dependence between loss triangles
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+Convergence of integrals of uniform empirical and quantile processes
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+A mixed copula model for insurance claims and claim sizes
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+A bivariate regression model with cure fraction
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+Dependent Multi-Peril Ratemaking Models
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+Hierarchical Insurance Claims Modeling
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+Credibility Using Copulas
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+Copula credibility for aggregate loss models
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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+Q5262081
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+Asymptotic behavior of the empirical multilinear copula process under broad conditions
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+Goodness-of-fit tests for copulas: A review and a power study
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+Estimation of a Copula when a Covariate Affects only Marginal Distributions
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+Bivariate Location–Scale Models for Regression Analysis, with Applications to Lifetime Data
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+Gaussian copula marginal regression
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+A copula approach for dependence modeling in multivariate nonparametric time series
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+Regression in a bivariate copula model
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+On the weak convergence of the empirical conditional copula under a simplifying assumption
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+Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
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+Multilevel modeling of insurance claims using copulas
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+Multivariate Dispersion Models Generated From Gaussian Copula
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+Empirical processes indexed by estimated functions
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