Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction
Peng Shi, Zifeng Zhao
| Year of publication: |
2024
|
|---|---|
| Authors: | Shi, Peng ; Zhao, Zifeng |
| Subject: | Copula | D-vine | Graphical model | Insurance operations | Multivariate longitudinal data | Predictive analytics | Multivariate Verteilung | Multivariate distribution | Prognoseverfahren | Forecasting model | Theorie | Theory | Risikomodell | Risk model | Risikomanagement | Risk management | Multivariate Analyse | Multivariate analysis | Versicherung | Insurance |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2024.105676 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015075032