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A Copula Approach to Test Asymmetric Information with Applications to Predictive Modeling

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In this article, we provide an alternative evidence of asymmetric information in automobile insurance based on a copula … model. We use the Frank’s copula to jointly model the type of policy coverage chosen and the number of accidents, with the … in the economics of insurance literature, or both. We calibrated our copula model using a one-year cross …

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