Multivariate longitudinal modeling of insurance company expenses
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Shi, Peng & Feng, Xiaoping & Ivantsova, Anastasia, 2015. "Dependent frequency–severity modeling of insurance claims," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 417-428.
- Shi, Peng & Valdez, Emiliano A., 2014. "Multivariate negative binomial models for insurance claim counts," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 18-29.
- repec:gam:jrisks:v:4:y:2016:i:1:p:4:d:64467 is not listed on IDEAS
- Edward W. Frees & Gee Lee & Lu Yang, 2016. "Multivariate Frequency-Severity Regression Models in Insurance," Risks, MDPI, Open Access Journal, vol. 4(1), pages 1-36, February.
- Kaiwen Wang & Jiehui Ding & Kristen R. Lidwell & Scott Manski & Gee Y. Lee & Emilio Xavier Esposito, 2019. "Treatment Level and Store Level Analyses of Healthcare Data," Risks, MDPI, Open Access Journal, vol. 7(2), pages 1-22, April.
- Bermúdez, Lluís & Guillén, Montserrat & Karlis, Dimitris, 2018. "Allowing for time and cross dependence assumptions between claim counts in ratemaking models," Insurance: Mathematics and Economics, Elsevier, vol. 83(C), pages 161-169.
More about this item
KeywordsMultivariate longitudinal model; Long-tail regression; Elliptical copula; Asymmetric Laplace distribution;
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
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