Multi-type insurance claim processes with high-dimensional covariates

DOI10.1080/03610918.2014.968727zbMATH Open1462.62635OpenAlexW1981364272MaRDI QIDQ2965587FDOQ2965587

Authors: Xian Zhou, Xiaobing Zhao 

Publication date: 3 March 2017

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.968727

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zbMATH Keywords

sufficient dimension reductioncopula functionrecurrent eventmultiple-type insurance claim process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited In (4)

• K-medoids inverse regression
• An approach to model complex high-dimensional insurance data
• PREDICTIVE CLAIM SCORES FOR DYNAMIC MULTI-PRODUCT RISK CLASSIFICATION IN INSURANCE
• Insurance claims modulated by a hidden Brownian marked point process

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