Copula credibility for aggregate loss models

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Weighted likelihood copula modeling of extreme rainfall events in Connecticut. (2010, background): “…hydrological applications.223 One common application is the computation of conditional expectations for design events.224 The closed-form density function of the conditional distribution of peak intensity X3 given225 volume X1 = x1 and duration X2 = x2 is known (Frees and Wang, 2006, Appendix A.3).”
Multivariate Frequency-Severity Regression Models in Insurance (2016, background): “This family is based on the family of elliptical distributions that includes the multivariate normal and t-distributions, see more in [38].”
Applying copula models to individual claim loss reserving methods (2010, background): “…by Frees and Valdez (1998), Klugman and Parsa (1999) and Denuit et al. (2004) for the loss and allocated loss adjustment expenses (loss-ALAE) model, Frees and Wang (2006) for the credibility of aggregate loss, Kaishev and Dimitrova (2006) for reinsurance, Bregman and Kluppelberg (2005) and Kelvin…”
A review of copula models for economic time series (2012, background): “Papers that consider copula-based models for longitudinal data include Frees and Wang [59], Sun et al. [141], and Smith et al. [138].”