A dependent frequency-severity approach to modeling longitudinal insurance claims
DOI10.1016/J.INSMATHECO.2019.04.004zbMath1410.91271OpenAlexW2939028651WikidataQ128030207 ScholiaQ128030207MaRDI QIDQ2421404
Publication date: 17 June 2019
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2019.04.004
Gaussian copulapredictive modelingfrequency-severity modellongitudinal insurance claimsnonlife insurance
Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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Cites Work
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