Heavy-tailed longitudinal data modeling using copulas
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Cited in
(29)- Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance
- Copula and composite quantile regression-based estimating equations for longitudinal data
- An adaptive linear regression approach for modeling heavy-tailed longitudinal data
- Dependent frequency-severity modeling of insurance claims
- Vine copula specifications for stationary multivariate Markov chains
- Modeling right-skewed heavy-tail right-censored survival data with application to HIV viral load
- Folded and log-folded-tdistributions as models for insurance loss data
- A copula regression for modeling multivariate loss triangles and quantifying reserving variability
- Quantile regression for mixed models with an application to examine blood pressure trends in China
- Robust and efficient estimating equations for longitudinal data partial linear models and its applications
- Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing
- Investigating dependence between frequency and severity via simple generalized linear models
- Longitudinal modeling of insurance claim counts using jitters
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- Pair copula constructions for insurance experience rating
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- A review of copula models for economic time series
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