Rank-based inference tools for copula regression, with property and casualty insurance applications
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Publication:2010890
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Cites work
- A bivariate regression model for matched paired survival data: local influence and residual analysis
- A bivariate regression model with cure fraction
- A copula approach for dependence modeling in multivariate nonparametric time series
- A mixed copula model for insurance claims and claim sizes
- A regularized goodness-of-fit test for copulas
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Asymptotic behavior of the empirical multilinear copula process under broad conditions
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- Bivariate Location–Scale Models for Regression Analysis, with Applications to Lifetime Data
- Convergence of integrals of uniform empirical and quantile processes
- Copula credibility for aggregate loss models
- Credibility Using Copulas
- Dependent Multi-Peril Ratemaking Models
- Empirical processes indexed by estimated functions
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
- Estimation of a copula when a covariate affects only marginal distributions
- Gaussian copula marginal regression
- Goodness-of-fit tests for copulas: A review and a power study
- Hierarchical insurance claims modeling
- Modeling dependence between loss triangles with hierarchical Archimedean copulas
- Multilevel modeling of insurance claims using copulas
- Multivariate Dispersion Models Generated From Gaussian Copula
- On the weak convergence of the empirical conditional copula under a simplifying assumption
- Rank-based methods for modeling dependence between loss triangles
- Regression in a bivariate copula model
Cited in
(10)- Hypothesis Tests for Structured Rank Correlation Matrices
- An improved copula regression model based on auto insurance data
- Estimating copulas for insurance from scarce observations, expert opinion and prior information: a Bayesian approach
- Copula modeling from Abe Sklar to the present day
- RafterNet: Probabilistic Predictions in Multi-Response Regression
- Using copulas for rating weather index insurance contracts
- Some copula inference procedures adapted to the presence of ties
- Nonparametric estimation of copula regression models with discrete outcomes
- A Bayesian approach to modeling multivariate multilevel insurance claims in the presence of unsettled claims
- Estimation and inference in factor copula models with exogenous covariates
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