Copula-based bivariate finite mixture regression models with an application for insurance claim count data

DOI10.1007/s11749-022-00814-1zbMath1502.62058MaRDI QIDQ2677131

Dimitris Karlis, Lluís Bermúdez

Publication date: 13 January 2023

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-022-00814-1

zbMATH Keywords

EM algorithm; overdispersion; Frank copula; zero-inflation; automobile insurance

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62P05: Applications of statistics to actuarial sciences and financial mathematics

62H05: Characterization and structure theory for multivariate probability distributions; copulas

Uses Software

• flexmix