Copula-based dependence between frequency and class in car insurance with excess zeros

DOI10.1016/J.ORL.2014.04.001zbMATH Open1408.91110OpenAlexW1985804061MaRDI QIDQ1785232FDOQ1785232

Authors: Xian Zhou, Xiaobing Zhao 

Publication date: 28 September 2018

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2014.04.001

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zbMATH Keywords

copula functiondependentcar insurancezero-inflatedbonus-malus

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Analysis of multivariate survival data
• Title not available (Why is that?)
• An introduction to copulas.
• Construction of asymmetric multivariate copulas
• Bivariate Survival Models Induced by Frailties
• Understanding Relationships Using Copulas
• On modeling claim frequency data in general insurance with extra zeros
• Risk Classification for Claim Counts
• Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts*
• Actuarial Modelling of Claim Counts
• Title not available (Why is that?)
• A credibility theory for automobile bonus systems
• Dependence in Dynamic Claim Frequency Credibility Models
• Variability of total claim amounts under dependence between claims severity and number of events
• Excess of loss reinsurance under joint survival optimality
• On bonus systems with credibility scales
• A survey on models for panel count data with applications to insurance

Cited In (1)

• Spatial copula-based modeling of claim frequency and claim size in third-party car insurance: a Poisson-mixed approach for predictive analysis

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