Pages that link to "Item:Q998301"

The following pages link to Heavy-tailed longitudinal data modeling using copulas (Q998301):

Displaying 29 items.

• A review of copula models for economic time series (Q443763) (← links)
• Dependent frequency-severity modeling of insurance claims (Q495514) (← links)
• A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014) (← links)
• Long-tail longitudinal modeling of insurance company expenses (Q661252) (← links)
• Quantile regression for mixed models with an application to examine blood pressure trends in China (Q902897) (← links)
• Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance (Q1633244) (← links)
• Investigating dependence between frequency and severity via simple generalized linear models (Q1726156) (← links)
• A copula-based GLMM model for multivariate longitudinal data with mixed-types of responses (Q2023800) (← links)
• Copula and composite quantile regression-based estimating equations for longitudinal data (Q2042520) (← links)
• Robust and efficient estimating equations for longitudinal data partial linear models and its applications (Q2062374) (← links)
• Modeling right-skewed heavy-tail right-censored survival data with application to HIV viral load (Q2089376) (← links)
• The robust nearest shrunken centroids classifier for high-dimensional heavy-tailed data (Q2154953) (← links)
• Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective (Q2276207) (← links)
• Multivariate longitudinal modeling of insurance company expenses (Q2444721) (← links)
• Life insurance policy termination and survivorship (Q2513629) (← links)
• Folded and log-folded-<i>t</i>distributions as models for insurance loss data (Q2866278) (← links)
• Modeling dependent yearly claim totals including zero claims in private health insurance (Q2866301) (← links)
• Regression Modeling for the Valuation of Large Variable Annuity Portfolios (Q4567959) (← links)
• Longitudinal modeling of insurance claim counts using jitters (Q4576844) (← links)
• Pair Copula Constructions for Insurance Experience Rating (Q4690933) (← links)
• An adaptive linear regression approach for modeling heavy-tailed longitudinal data (Q5088036) (← 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 COPULA REGRESSION FOR MODELING MULTIVARIATE LOSS TRIANGLES AND QUANTIFYING RESERVING VARIABILITY (Q5410251) (← links)
• Managed Care and Health Care Utilization: Specification of Bivariate Models Using Copulas (Q5742654) (← links)
• A transition copula model for analyzing multivariate longitudinal data with missing responses (Q5867718) (← links)
• Modeling General Practitioners’ Total Drug Costs through GAMLSS and Collective Risk Models (Q5877354) (← links)
• Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing (Q5881112) (← links)
• A Time-Heterogeneous D-Vine Copula Model for Unbalanced and Unequally Spaced Longitudinal Data (Q6079760) (← links)