Nonparametric Copula Estimation for Mixed Insurance Claim Data

DOI10.1080/07350015.2020.1835668MaRDI QIDQ6620882zbMATH OpenFDO

Authors Lu Yang

Publication date 17 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/07350015.2020.1835668

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• A generalization of the beta distribution with applications
• Copula in a multivariate mixed discrete-continuous model
• Dependence modeling with copulas
• Empirical processes indexed by estimated functions
• Exact Credibility and Tweedie Models
• Goodness-of-fit tests for copulas: A review and a power study
• Hierarchical insurance claims modeling
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 3656971 (Why is no real title available?)
• scientific article; zbMATH DE number 3263751 (Why is no real title available?)
• Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
• Insurance ratemaking using a copula-based multivariate Tweedie model
• Introduction to empirical processes and semiparametric inference
• Joint Regression Analysis of Correlated Data Using Gaussian Copulas
• Nonparametric estimation of copula functions for dependence modelling
• Nonparametric estimation of copula regression models with discrete outcomes
• Pair copula constructions for insurance experience rating
• Spatial modelling of claim frequency and claim size in non-life insurance
• Understanding Relationships Using Copulas
• Weak convergence and empirical processes. With applications to statistics

Cited in

(6)

• Surrogate method for partial association between mixed data with application to well-being survey analysis
• Spatial copula-based modeling of claim frequency and claim size in third-party car insurance: a Poisson-mixed approach for predictive analysis
• An observation-driven state-space count model for experience rating
• Dynamic factor analysis of high-dimensional recurrent events
• Parametric estimation of conditional Archimedean copula generators for censored data
• Double Dynamic Max-Copula Model with Application to Financial Time Series

This page was built for publication: Nonparametric Copula Estimation for Mixed Insurance Claim Data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6620882)