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Dependency modeling approach of cause-related mortality and longevity risks : HIV/AIDS

Bett, Nicholas; Kasozi, Juma; Ruturwa, Daniel - In: Risks : open access journal 11 (2023) 2, pp. 1-18

inflexible. To address these problems, we aim to determine and build an appropriate copula dependence model for HIV/AIDS against … other causes of death in the presence of age, gender, and time. A bivariate copula model is proposed to capture the …

Persistent link: https://www.econbiz.de/10014234458

Estimation of medical costs by copula models with dynamic change of health status

Zhao, XiaoBing; Zhou, Xian - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 480-491

Persistent link: https://www.econbiz.de/10009672167

Modern econometric analysis : theory and applications

Okimoto, Tatsuyoshi - 2005

Persistent link: https://www.econbiz.de/10003905688

A regression model for the copula-graphic estimator

Lo, Simon M. S.; Wilke, Ralf A. - In: Journal of econometric methods 3 (2014) 1, pp. 21-46

Persistent link: https://www.econbiz.de/10010242087

A regression model for the copula graphic estimator

Lo, S. M. S.; Wilke, R. A. - 2011

Persistent link: https://www.econbiz.de/10009231392

Handling endogenous regressors by joint estimation using copulas

Park, Sungho; Gupta, Sachin - In: Marketing science : the marketing journal of the … 31 (2012) 4, pp. 567-586

Persistent link: https://www.econbiz.de/10009614332

A Regression Model for the Copula Graphic Estimator

Lo, Simon - 2011

, we suggest a plug-in regression framework for the Copula-Graphic estimator which utilizes a consistent estimator for the …

Persistent link: https://www.econbiz.de/10013124180

Count copula regression model using generalized beta distributionof the second kind

Safari-Katesari, Hadi; Zaroudi, Samira - In: Statistics in transition : an international journal of … 21 (2020) 2, pp. 1-12

is a considerable amount of literature on the actuarial application of the copula model to calculate the pure premium. In … this paper, we model claims severity for computing the pure premium in the collision market by means of the count copula …

Persistent link: https://www.econbiz.de/10012257007

Partial identification and inference in censored quantile regression

Fan, Yanqin; Liu, Ruixuan - In: Journal of econometrics 206 (2018) 1, pp. 1-38

Persistent link: https://www.econbiz.de/10012110350

Value-at-Risk dynamics : a copula-VAR approach

De Luca, Giovanni; Rivieccio, Giorgia; Corsaro, Stefania - In: The European journal of finance 26 (2020) 2/3, pp. 223-237

Persistent link: https://www.econbiz.de/10012207202