Enhancing Multivariate Claim Regression with Gaussian Mixture Copula Clustering

DOI10.1080/10920277.2025.2572814MaRDI QIDQ7389940zbMATH OpenFDO

Authors Michelle Xia, Lei Hua

Publication date 2026

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2025.2572814

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Actuarial mathematics (91G05)

Cites work

• A mixed copula model for insurance claims and claim sizes
• Assessing high-risk scenarios by full-range tail dependence copulas
• Asymptotic efficiency of the two-stage estimation method for copula-based models
• Copula-based bivariate finite mixture regression models with an application for insurance claim count data
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• Measuring reproducibility of high-throughput experiments
• Model robust inference with two-stage maximum likelihood estimation for copulas
• Multilevel modeling of insurance claims using copulas
• partykit: a modular toolkit for recursive partytioning in \texttt{R}
• Total loss estimation using copula-based regression models
• Unsupervised learning using Gaussian mixture copula model

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