Multi-type insurance claim processes with high-dimensional covariates
From MaRDI portal
Publication:2965587
Recommendations
- An approach to model complex high-dimensional insurance data
- Multivariate probit models for conditional claim-types
- Hierarchical insurance claims modeling
- On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
- Multilevel modeling of insurance claims using copulas
Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- A Model-Free Test for Reduced Rank in Multivariate Regression
- An Individual Claims Reserving Model
- An introduction to copulas.
- Analysis of multivariate survival data
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- Asymptotic properties of the product limit estimate under random truncation
- Asymptotics for pooled marginal slicing estimator based on SIR\(_\alpha\) approach
- Dimension Reduction for Multivariate Response Data
- Dimension reduction and semiparametric estimation of survival models
- Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
- Interim Monitoring of Longitudinal Comparative Studies with Recurrent Event Responses
- Joint Modeling and Estimation for Recurrent Event Processes and Failure Time Data
- Local likelihood and local partial likelihood in hazard regression
- Marginal means/rates models for multiple type recurrent event data
- Multivariate locally weighted least squares regression
- Multivariate probit models for conditional claim-types
- Nearest neighbor inverse regression
- On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models
- On a projective resampling method for dimension reduction with multivariate responses
- On kernel method for sliced average variance estimation
- On the distributions of two classes of correlated aggregate claims
- Regression analysis of multivariate recurrent event data with a dependent terminal event
- Robust Tests for Treatment Comparisons Based on Recurrent Event Responses
- Statistical models based on counting processes
- Sufficient dimension reduction for censored regressions
- The analysis of multivariate recurrent events with partially missing event types
- The statistical analysis of recurrent events.
- Understanding Relationships Using Copulas
Cited in
(4)
This page was built for publication: Multi-type insurance claim processes with high-dimensional covariates
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2965587)