A modified pseudo-copula regression model for risk groups with various dependency levels

DOI10.1080/00949655.2021.1985498MaRDI QIDQ3390612zbMATH OpenOpenAlexFDO

Authors Övgücan Karadağ Erdemir, Meral Sucu

Publication date 24 March 2022

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2021.1985498

zbMATH Keywords

dependencygeneralized linear modelmixed copula approachpseudo-Gaussian copulapseudo-maximization by parts

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A mixed copula model for insurance claims and claim sizes
• An introduction to copulas.
• Analysis of directional dependence using asymmetric copula-based regression models
• Comparison of Some Parametric and Nonparametric Type One Sample Confidence Intervals for Estimating the Mean of a Positively Skewed Distribution
• Correlated data analysis: modeling, analytics, and applications
• Dependent Multi-Peril Ratemaking Models
• Generalized linear models for dependent frequency and severity of insurance claims
• Hierarchical insurance claims modeling
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• Joint regression analysis for discrete longitudinal data
• Joint Regression Analysis of Correlated Data Using Gaussian Copulas
• Maximization by Parts in Likelihood Inference
• Modified Gaussian pseudo-copula: applications in insurance and finance
• Multilevel modeling of insurance claims using copulas
• Tail negative dependence and its applications for aggregate loss modeling
• Time-dependent copulas
• Total loss estimation using copula-based regression models
• Understanding Relationships Using Copulas

Cited in

(2)

• Augmented-limited regression models with an application to the study of the risk perceived using continuous scales
• Parametric and semiparametric approaches for copula-based regression estimation

Describes a project that uses

Uses Software

• R

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