Copula models for insurance claim numbers with excess zeros and time-dependence

DOI10.1016/J.INSMATHECO.2011.11.004zbMath1235.91113OpenAlexW1967916041MaRDI QIDQ2427825

Xiao Bing Zhao, Xian Zhou

Publication date: 18 April 2012

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.11.004

zbMATH Keywords

random effectcopula functiontwo-step procedurezero-inflated Poissondiscrete and continuous marginsinsurance claim number

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (1)

Exponential dispersion models for overdispersed zero-inflated count data

Cites Work

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