An improved copula regression model based on auto insurance data

MaRDI QIDQ5016957zbMATH OpenFDO

Authors Danna Luo, Dabuxilatu Wang

Publication date 17 December 2021

zbMATH Keywords

Frank copulageneralized linear modelsvariables of claims

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

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Cited in

(3)

• Evaluation and prediction under hierarchical and bivariate copula models for seat belt use data
• A copula regression model for estimating firm efficiency in the insurance industry
• Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing

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