Insurance ratemaking using a copula-based multivariate Tweedie model
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Publication:4576965
DOI10.1080/03461238.2014.921639zbMath1401.91194OpenAlexW2081100032MaRDI QIDQ4576965
Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2014.921639
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Cites Work
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- Copula credibility for aggregate loss models
- A mixed copula model for insurance claims and claim sizes
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- Marginal regression analysis of a multivariate binary response
- Modelling multivariate binary data with alternating logistic regressions
- Fitting Tweedie's compound poisson model to insurance claims data
- Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
- Regression Modeling with Actuarial and Financial Applications
- Hierarchical Insurance Claims Modeling
- Credibility Using Copulas
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- Managed Care and Health Care Utilization: Specification of Bivariate Models Using Copulas
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