A mixed copula model for insurance claims and claim sizes
By Claudia Czado, Rainer Kastenmeier, Eike C. Brechmann, Aleksey Min. 2012
122 citations recorded by the source corpus.
Subfields: Demography, Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/bacbe2dba793c2f71ec0b70447aeebd8805b540d
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Demography
- Lu Yang
- Gee Y. Lee
- Edward W. Frees
- Eike C. Brechmann
- Claudia Czado
- Christian Genest
- José Garrido
- Kristina P. Pavlova
In Management Science and Operations Research
- Lu Yang
- Gee Y. Lee
- Eike C. Brechmann
- Edward W. Frees
- Claudia Czado
- Christian Genest
- José Garrido
- Jun Yan
In Statistics and Probability
- Eike C. Brechmann
- Claudia Czado
- Lu Yang
- Gee Y. Lee
- Edward W. Frees
- Nicole Kraemer
- D. Silvestrini
- Christian Genest
Citations in the corpus
- Multivariate Frequency-Severity Regression Models in Insurance (2016, methodology): “Another variation of maximum likelihood in copula regression is the “maximization by parts” method, as described in [20] and utilized in [46].”
- Generalized linear models for dependent frequency and severity of insurance claims (2015, background): “In contrast, Czado et al. (2012) and Krämer et al.”
- Total loss estimation using copula-based regression models (2012, methodology): “This is an extension of a recent approach by Czado et al. (2012) and De Leon and Wu (2011) who only consider a Gauss copula based on work by Song (2000, 2007) and Song et al.”