Multilevel modeling of insurance claims using copulas

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

zbMATH Keywords

longitudinal datacomposite likelihoodmultivariate regressioninsurance claimsproperty-casualty insuranceTweedie distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Generalized linear models (logistic models) (62J12)

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Uses Software

• Fahrmeir

Cites Work

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