A multi-year microlevel collective risk model

DOI10.1016/j.insmatheco.2021.06.006zbMath1471.91479arXiv2006.06151OpenAlexW3173889713MaRDI QIDQ2234768

Rosy Oh, Himchan Jeong, Emiliano A. Valdez, Jae Youn Ahn

Publication date: 19 October 2021

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.06151

zbMATH Keywords

collective risk modelrandom effect modelcopula modelpredictivce analysis

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Actuarial mathematics (91G05)

Related Items (2)

A simple Bayesian state-space approach to the collective risk models ⋮ Diagnostic tests before modeling longitudinal actuarial data

Uses Software

• bfa

Cites Work

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