Copula-based bivariate finite mixture regression models with an application for insurance claim count data

DOI10.1007/S11749-022-00814-1zbMath1502.62058OpenAlexW4225385542MaRDI QIDQ2677131

Lluís Bermúdez, Dimitris Karlis

Publication date: 13 January 2023

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-022-00814-1

zbMATH Keywords

EM algorithmoverdispersionFrank copulazero-inflationautomobile insurance

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Uses Software

• flexmix

Cites Work

• On the estimation of mixtures of Poisson regression models with large number of components
• Model-based clustering using copulas with applications
• Multivariate negative binomial models for insurance claim counts
• An introduction to copulas.
• Identifiability of models for clusterwise linear regression
• A new bivariate Poisson common shock model covering all possible degrees of dependence
• A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking
• Generalized bivariate count data regression models
• Finite mixtures of multivariate Poisson distributions with application
• Copula-Based Models for Multivariate Discrete Response Data
• Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts*
• On the Multivariate Poisson Normal Distribution
• On a bivariate poisson distribution
• Pair Copula Constructions for Multivariate Discrete Data
• A bivariate Poisson count data model using conditional probabilities
• Simulated maximum likelihood estimation of multivariate mixed‐Poisson regression models, with application
• The multivariate Poisson-log normal distribution
• On the bivariate negative binomial regression model
• Mixture Model-Based Classification
• A Primer on Copulas for Count Data

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