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Dependence modelling in multivariate claims run-off triangles
Merz, Michael; Wüthrich, Mario V.; Hashorva, Enkelejd - In: Annals of actuarial science : publ. by the Institute of … 7 (2013) 1, pp. 3-25
Persistent link: https://www.econbiz.de/10009723475
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Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas
Avanzi, Benjamin; Tao, Jamie; Wong, Bernard; Yang, Xinda - In: Annals of actuarial science : publ. by the Institute of … 10 (2016) 1, pp. 87-117
Persistent link: https://www.econbiz.de/10011554307
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Actuarial applications of multivariate two-part regression models
Frees, Edward W.; Jin, Xiaoli; Lin, Xiao - In: Annals of actuarial science : publ. by the Institute of … 7 (2013) 2, pp. 258-287
Persistent link: https://www.econbiz.de/10010188105
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mvClaim : an R package for multivariate general insurance claims severity modelling
Hu, Sen; Murphy, Thomas Brendan; O'Hagan, Adrian - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 2, pp. 441-457
Persistent link: https://www.econbiz.de/10012593588
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Home and Motor insurance joined at a household level using multivariate credibility
Pechon, Florian; Denuit, Michel; Trufin, Julien - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 1, pp. 82-114
Persistent link: https://www.econbiz.de/10012505600
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Detection and treatment of outliers for multivariate robust loss reserving
Avanzi, Benjamin; Lavender, Mark; Taylor, Greg; Wong, … - In: Annals of actuarial science : publ. by the Institute of … 18 (2024) 1, pp. 102-125
Persistent link: https://www.econbiz.de/10014519971