Spatial copula-based modeling of claim frequency and claim size in third-party car insurance: a Poisson-mixed approach for predictive analysis

DOI10.1016/J.INSMATHECO.2024.08.005MaRDI QIDQ6665593zbMATH OpenFDO

Authors Vahid Tadayon, Mitra Ghanbarzadeh

Publication date 17 January 2025

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.INSMATHECO.2024.08.005

zbMATH Keywords

claim frequencyclaim sizecopulaspatial joint modelingthird party insurance

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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Cites work

• A mixed copula model for insurance claims and claim sizes
• A spatial logistic regression model based on a valid skew-Gaussian latent field
• An introduction to copulas.
• Bayesian analysis of skew Gaussian spatial models based on censored data
• Bayesian Premium Rating with Latent Structure
• Copula-based dependence between frequency and class in car insurance with excess zeros
• Generalized linear models for dependent frequency and severity of insurance claims
• Handling the dependence of claim severities with copula models
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• Multilevel modeling of insurance claims using copulas
• Non-Gaussian covariate-dependent spatial measurement error model for analyzing big spatial data
• Nonparametric Copula Estimation for Mixed Insurance Claim Data
• On the Correlation Structure of Gaussian Copula Models for Geostatistical Count Data
• Spatial modelling of claim frequency and claim size in non-life insurance

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