Knowledge Learning of Insurance Risks Using Dependence Models
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Cites work
- A Composite Likelihood Approach to Binary Spatial Data
- A note on composite likelihood inference and model selection
- Accounting for parameter uncertainty in large-scale stochastic simulations with correlated inputs
- An introduction to copulas.
- An overview of composite likelihood methods
- Composite likelihood for time series models with a latent autoregressive process
- Copula credibility for aggregate loss models
- Copula-based multivariate input models for stochastic simulation
- Dependence modeling with copulas
- Dependent Multi-Peril Ratemaking Models
- Efficient pairwise composite likelihood estimation for spatial-clustered data
- Estimating space and space-time covariance functions for large data sets: a weighted composite likelihood approach
- Estimation of Relationships for Limited Dependent Variables
- Factor copula models for replicated spatial data
- Fitting Tweedie's compound poisson model to insurance claims data
- Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
- Gaussian copula marginal regression
- scientific article; zbMATH DE number 4100431 (Why is no real title available?)
- scientific article; zbMATH DE number 1253515 (Why is no real title available?)
- Insurance ratemaking using a copula-based multivariate Tweedie model
- Joint composite estimating functions in spatiotemporal models
- Multilevel modeling of insurance claims using copulas
- On the distributional transform, Sklar's theorem, and the empirical copula process
- On weighting of bivariate margins in pairwise likelihood
- Pair copula constructions for insurance experience rating
- Perturbation of numerical confidential data via skew-t distributions
- Quasi-Likelihood and Optimal Estimation, Correspondent Paper
- R-vine models for spatial time series with an application to daily mean temperature
- Spatial composite likelihood inference using local C-vines
- Spatial variation. 2nd ed
- Spatio-temporal modelling of extreme storms
- Statistics for spatio-temporal data
- Studies in the history of probability and statistics XLIX: On the Matérn correlation family
- Summarizing insurance scores using a Gini index
- Total loss estimation using copula-based regression models
- Understanding Relationships Using Copulas
- Utility Copula Functions Matching All Boundary Assessments
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