Handling the dependence of claim severities with copula models
DOI10.3844/JMSSP.2010.136.142zbMATH Open1375.91106OpenAlexW2075465494MaRDI QIDQ3583083FDOQ3583083
Authors: Y. Resti, N. Ismail, S. H. Jaaman 
Publication date: 26 August 2010
Published in: Journal of Mathematics and Statistics (Search for Journal in Brave)
Full work available at URL: http://www.scipub.org/scipub/ab_issue.php?pg_no=136-142&j_id=jms2&art_no=291&issue_no=23
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Cited In (14)
- Modelling dependence in insurance claims process with Lévy copulas
- An improved copula regression model based on auto insurance data
- A note on deficit analysis in dependency models involving Coxian claim amounts
- Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims
- Modeling dependent yearly claim totals including zero claims in private health insurance
- A censored copula model for micro-level claim reserving
- Using copulas for rating weather index insurance contracts
- Maintaining tail dependence in data shuffling using \(t\) copula
- Mathematical modelling for claim severities using normal and \(t\) copulas
- On copula-based collective risk models: from elliptical copulas to vine copulas
- Semiparametric copula models applied to the decomposition of claim amounts
- Hierarchical insurance claims modeling
- Spatial copula-based modeling of claim frequency and claim size in third-party car insurance: a Poisson-mixed approach for predictive analysis
- Copula models for insurance claim numbers with excess zeros and time-dependence
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