Pages that link to "Item:Q2866311"
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The following pages link to A mixed copula model for insurance claims and claim sizes (Q2866311):
Displayed 45 items.
- Rejoinder: Statistical models and methods for dependence in insurance data (Q458107) (← links)
- Dependent frequency-severity modeling of insurance claims (Q495514) (← links)
- Derivatives and Fisher information of bivariate copulas (Q744776) (← links)
- Does hunger for bonuses drive the dependence between claim frequency and severity? (Q1622507) (← links)
- The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
- Investigating dependence between frequency and severity via simple generalized linear models (Q1726156) (← links)
- Rank-based inference tools for copula regression, with property and casualty insurance applications (Q2010890) (← links)
- Total loss estimation using copula-based regression models (Q2015655) (← links)
- Pricing service maintenance contracts using predictive analytics (Q2029372) (← links)
- Modelling mortality dependence: an application of dynamic vine copula (Q2038244) (← links)
- A copula transformation in multivariate mixed discrete-continuous models (Q2049229) (← links)
- Empirical risk assessment of maintenance costs under full-service contracts (Q2079387) (← links)
- Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims (Q2179972) (← links)
- Bayesian credibility under a bivariate prior on the frequency and the severity of claims (Q2234765) (← links)
- A multi-year microlevel collective risk model (Q2234768) (← links)
- Statistical pattern recognition using Gaussian copula (Q2320988) (← links)
- Bayesian total loss estimation using shared random effects (Q2347072) (← links)
- Tail negative dependence and its applications for aggregate loss modeling (Q2347104) (← links)
- Generalised linear models for aggregate claims: to Tweedie or not? (Q2356243) (← links)
- A dependent frequency-severity approach to modeling longitudinal insurance claims (Q2421404) (← links)
- Collective risk models with dependence (Q2421408) (← links)
- Bivariate credibility bonus-malus premiums distinguishing between two types of claims (Q2520438) (← links)
- Generalized linear models for dependent frequency and severity of insurance claims (Q2520448) (← links)
- Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information (Q2656993) (← links)
- Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims (Q2670111) (← links)
- Frequency-severity experience rating based on latent Markovian risk profiles (Q2682996) (← links)
- Dependence modeling of frequency-severity of insurance claims using waiting time (Q2685512) (← links)
- A modified pseudo-copula regression model for risk groups with various dependency levels (Q3390612) (← links)
- A data driven binning strategy for the construction of insurance tariff classes (Q4562032) (← links)
- TERRITORIAL RISK CLASSIFICATION USING SPATIALLY DEPENDENT FREQUENCY-SEVERITY MODELS (Q4563800) (← links)
- Insurance ratemaking using a copula-based multivariate Tweedie model (Q4576965) (← links)
- Bonus-Malus premiums under the dependent frequency-severity modeling (Q4959764) (← links)
- On copula-based collective risk models: from elliptical copulas to vine copulas (Q4990500) (← links)
- Modeling Malicious Hacking Data Breach Risks (Q5027904) (← links)
- SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION (Q5045332) (← links)
- Designing a Bonus-Malus system reflecting the claim size under the dependent frequency–severity model (Q5051189) (← links)
- Modelling the aggregate loss for insurance claims with dependence (Q5078508) (← links)
- Copula directional dependence of discrete time series marginals (Q5082811) (← links)
- PREDICTIVE CLAIM SCORES FOR DYNAMIC MULTI-PRODUCT RISK CLASSIFICATION IN INSURANCE (Q5157762) (← links)
- Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach (Q5165009) (← links)
- Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods (Q5165011) (← links)
- Assessing High-Risk Scenarios by Full-Range Tail Dependence Copulas (Q5379123) (← links)
- Testing Asymmetry in Dependence with Copula-Coskewness (Q5379220) (← links)
- Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing (Q5881112) (← links)
- A simple Bayesian state-space approach to the collective risk models (Q6098035) (← links)