Multivariate longitudinal modeling of insurance company expenses

DOI10.1016/j.insmatheco.2011.08.011zbMath1284.91269OpenAlexW1993698755MaRDI QIDQ2444721

Peng Shi

Publication date: 10 April 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.08.011

zbMATH Keywords

asymmetric Laplace distributionelliptical copulalong-tail regressionmultivariate longitudinal model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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