Using convex combination of copulas and EM algorithm for credibility

DOI10.1080/03610926.2012.668604MaRDI QIDQ5419362zbMATH OpenOpenAlexFDO

Authors Lixin Song, Dawei Lu, Fang Liu

Publication date 6 June 2014

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2012.668604

zbMATH Keywords

convex combinationcopulacredibilityEM algorithmlongitudinal data

Mathematics Subject Classification ID

Combinatorial probability (60C05) Characterization and structure theory of statistical distributions (62E10)

Recommendations

• Credibility Using Copulas
• Copula credibility for aggregate loss models
• Multivariate Credibility for Aggregate Loss Models
• A longitudinal data analysis interpretation of credibility models
• Credibility models with dependence structure over risks and time horizon

Cites work

• Credibility Using Copulas

Cited in

(2)

• Copula credibility for aggregate loss models
• Credibility Using Copulas

This page was built for publication: Using convex combination of copulas and EM algorithm for credibility

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5419362)