Pages that link to "Item:Q2492180"

The following pages link to Copula credibility for aggregate loss models (Q2492180):

Displaying 35 items.

• A review of copula models for economic time series (Q443763) (← links)
• Semiparametric model for prediction of individual claim loss reserving (Q659084) (← links)
• Applying copula models to individual claim loss reserving methods (Q659223) (← links)
• Long-tail longitudinal modeling of insurance company expenses (Q661252) (← links)
• Copula-based regression models: a survey (Q840744) (← links)
• Empirical likelihood based confidence intervals for copulas (Q958913) (← links)
• Heavy-tailed longitudinal data modeling using copulas (Q998301) (← links)
• Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111) (← links)
• Jackknife empirical likelihood method for copulas (Q1944367) (← links)
• Rank-based inference tools for copula regression, with property and casualty insurance applications (Q2010890) (← links)
• On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646) (← links)
• Multivariate modelling of multiple guarantees in motor insurance of a household (Q2304002) (← links)
• Measuring the coupled risks: A copula-based CVaR model (Q2378280) (← links)
• Simple risk measure calculations for sums of positive random variables (Q2446008) (← links)
• Joint modelling of the total amount and the number of claims by conditionals (Q2518553) (← links)
• Generalized linear models for dependent frequency and severity of insurance claims (Q2520448) (← links)
• Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims (Q2670111) (← links)
• Dependence modeling of frequency-severity of insurance claims using waiting time (Q2685512) (← links)
• Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model (Q3184501) (← links)
• A Truncated Bivariate t Distribution (Q3526963) (← links)
• Discrete-Time Risk Models Based on Time Series for Count Random Variables (Q3569709) (← links)
• Longitudinal modeling of insurance claim counts using jitters (Q4576844) (← links)
• Insurance ratemaking using a copula-based multivariate Tweedie model (Q4576965) (← links)
• Estimating the Probability of a Rare Event via Elliptical Copulas (Q5022531) (← links)
• Modelling the aggregate loss for insurance claims with dependence (Q5078508) (← links)
• Knowledge Learning of Insurance Risks Using Dependence Models (Q5085485) (← links)
• A copula regression model for estimating firm efficiency in the insurance industry (Q5124917) (← links)
• Vine Copula Specifications for Stationary Multivariate Markov Chains (Q5177973) (← links)
• A Spatial Cross-Sectional Credibility Model with Dependence Among Risks (Q5379159) (← links)
• Insurance Portfolio Risk Retention (Q5379241) (← links)
• A Time-Heterogeneous D-Vine Copula Model for Unbalanced and Unequally Spaced Longitudinal Data (Q6079760) (← links)
• Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction (Q6118721) (← links)
• Diagnostic tests before modeling longitudinal actuarial data (Q6152700) (← links)
• GAMLSS for Longitudinal Multivariate Claim Count Models (Q6583009) (← links)
• RafterNet: Probabilistic Predictions in Multi-Response Regression (Q6585603) (← links)