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On the Type I multivariate zero-truncated hurdle model with applications in health insurance
Zhang, Pengcheng; Calderin, Enrique; Li, Shuanming; Wu, … - In: Insurance / Mathematics & economics 90 (2020), pp. 35-45
Persistent link: https://www.econbiz.de/10012169495
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Remarks on composite Bernstein copula and its application to credit risk analysis
Guo, Nan; Wang, Fang; Yang, Jingping - In: Insurance / Mathematics & economics 77 (2017), pp. 38-48
Persistent link: https://www.econbiz.de/10011783884
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Estimation of the parameters of a Markov-modulated loss process in insurance
Guillou, Armelle; Loisel, Stéphane; Stupfler, Gilles - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 388-404
Persistent link: https://www.econbiz.de/10010195915
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The multivariate mixed Negative Binomial regression model with an application to insurance a posteriori ratemaking
Tzougas, George; Di Cerchiara, Alice Pignatelli - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 602-625
Persistent link: https://www.econbiz.de/10012793955
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On modeling left-truncated loss data using mixtures of distributions
Blostein, Martin; Miljkovic, Tatjana - In: Insurance / Mathematics & economics 85 (2019), pp. 35-46
Persistent link: https://www.econbiz.de/10011990594
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Modeling loss data using mixtures of distributions
Miljkovic, Tatjana; Grün, Bettina - In: Insurance / Mathematics & economics 70 (2016), pp. 387-396
Persistent link: https://www.econbiz.de/10011597334