Pages that link to "Item:Q4576965"
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The following pages link to Insurance ratemaking using a copula-based multivariate Tweedie model (Q4576965):
Displayed 14 items.
- Multilevel modeling of insurance claims using copulas (Q312930) (← links)
- CMPH: a multivariate phase-type aggregate loss distribution (Q1648668) (← links)
- Tweedie double GLM loss triangles with dependence within and across business lines (Q2066787) (← links)
- Unraveling heterogeneity in cyber risks using quantile regressions (Q2138629) (← links)
- Loss amount prediction from textual data using a double GLM with shrinkage and selection (Q2677931) (← links)
- TERRITORIAL RISK CLASSIFICATION USING SPATIALLY DEPENDENT FREQUENCY-SEVERITY MODELS (Q4563800) (← links)
- BAYESIAN ANALYSIS OF BIG DATA IN INSURANCE PREDICTIVE MODELING USING DISTRIBUTED COMPUTING (Q4563820) (← links)
- FREQUENTIST INFERENCE IN INSURANCE RATEMAKING MODELS ADJUSTING FOR MISREPRESENTATION (Q4629474) (← links)
- MULTIVARIATE MODELLING OF HOUSEHOLD CLAIM FREQUENCIES IN MOTOR THIRD-PARTY LIABILITY INSURANCE (Q4691244) (← links)
- Optimal reinsurance with model uncertainty and Stackelberg game (Q5083398) (← links)
- Knowledge Learning of Insurance Risks Using Dependence Models (Q5085485) (← links)
- General Insurance Deductible Ratemaking (Q5379249) (← links)
- Spatial Tweedie exponential dispersion models: an application to insurance rate-making (Q5861819) (← links)
- Tweedie multivariate semi-parametric credibility with the exchangeable correlation (Q6199663) (← links)