Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction

DOI10.1016/J.JECONOM.2024.105676arXiv1805.07301OpenAlexW4391430562WikidataQ128924976 ScholiaQ128924976MaRDI QIDQ6118721

Zifeng Zhao, Peng Shi

Publication date: 21 March 2024

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.07301

zbMATH Keywords

copulagraphical modelD-vinepredictive analyticsmultivariate longitudinal datainsurance operations

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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