Multilevel modeling of insurance claims using copulas
From MaRDI portal
Publication:312930
DOI10.1214/16-AOAS914zbMath1400.62238MaRDI QIDQ312930
Jean-Philippe Boucher, Peng Shi, Xiaoping Feng
Publication date: 9 September 2016
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aoas/1469199895
longitudinal data; composite likelihood; multivariate regression; insurance claims; property-casualty insurance; Tweedie distribution
62H12: Estimation in multivariate analysis
62P05: Applications of statistics to actuarial sciences and financial mathematics
62H05: Characterization and structure theory for multivariate probability distributions; copulas
62J12: Generalized linear models (logistic models)
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