Long-tail longitudinal modeling of insurance company expenses
From MaRDI portal
Publication:661252
DOI10.1016/j.insmatheco.2010.07.005zbMath1231.91236OpenAlexW1979334596MaRDI QIDQ661252
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.07.005
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (6)
Longitudinal modeling of insurance claim counts using jitters ⋮ A copula regression model for estimating firm efficiency in the insurance industry ⋮ Multivariate longitudinal modeling of insurance company expenses ⋮ Managed Care and Health Care Utilization: Specification of Bivariate Models Using Copulas ⋮ Copula and composite quantile regression-based estimating equations for longitudinal data ⋮ Multivariate negative binomial models for insurance claim counts
Cites Work
- Unnamed Item
- Unnamed Item
- An Alternative Family of Transformations
- Copula-based multivariate GARCH model with uncorrelated dependent errors
- An introduction to copulas.
- Multivariate distributions with correlation matrices for nonlinear repeated measurements
- Heavy-tailed longitudinal data modeling using copulas
- Quantile regression for longitudinal data
- The generalized extreme value distribution
- Copula credibility for aggregate loss models
- A new family of power transformations to improve normality or symmetry
- Power-Transformed Linear Quantile Regression With Censored Data
- Quasi-Likelihood for Median Regression Models
- The t Copula and Related Copulas
- Quantile regression for longitudinal data using the asymmetric Laplace distribution
- Residuals in Generalized Linear Models
- Regression Quantiles
- Useful matrix transformations for panel data analysis: a survey
- Quantile Regression Methods for Longitudinal Data with Drop-outs: Application to CD4 Cell Counts of Patients Infected with the Human Immunodeficiency Virus
- Goodness of Fit and Related Inference Processes for Quantile Regression
- Longitudinal and Panel Data
- A Parametric Model for Cluster Correlated Categorical Data
- Power Transformation Toward a Linear Regression Quantile
- Hierarchical Insurance Claims Modeling
- Inference on the Quantile Regression Process
- A Three-Parameter Asymmetric Laplace Distribution and Its Extension
- An Economic Analysis of Life Insurance Company Expenses
- Tail Conditional Expectations for Elliptical Distributions
- Credibility Using Copulas
- Unit Root Quantile Autoregression Inference
- Quantile Autoregression
This page was built for publication: Long-tail longitudinal modeling of insurance company expenses