Copula credibility for aggregate loss models

Edward W. Frees, Ping Wang

Type: Article

Publication Date: 2005-12-16

Citations: 89

DOI: https://doi.org/10.1016/j.insmatheco.2005.10.004

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Insurance Mathematics and Economics - View

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Works Cited by This (10)

Action	Title	Year	Authors
+	A longitudinal data analysis interpretation of credibility models	1999	Edward W. Frees Virginia R. Young Yu Luo
+	Bonus‐Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments	2003	Natacha Brouhns Montserrat Guillén Michel Denuit Jean Pinquet
+	Credibility Using Copulas	2005	Edward W. Frees Ping Wang
+	An Introduction to Copulas	1999	Roger B. Nelsen
+	Symmetric Multivariate and Related Distributions.	1991	Sanat K. Sarkar Kai-Tai Fang Samuel Kotz Kai-Wang Ng
+	Multivariate extremes, aggregation and dependence in elliptical distributions	2002	Henrik Hult Filip Lindskog
+	Analysis of Longitudinal Data	2001	Peter J. Diggle Patrick J. Heagerty Kung‐Yee Liang Scott L. Zeger
+	Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects	2003	Catalina Bolancé Montserrat Guillén Jean Pinquet
+	Symmetric Multivariate and Related Distributions	2018	Kai‐Tai Fang Samuel Kotz Kai Wang Ng
+	Generalized Linear Models	1990	Ronald Christensen