mvClaim : an R package for multivariate general insurance claims severity modelling
Sen Hu, T. Brendan Murphy and Adrian O'Hagan
| Year of publication: |
2021
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|---|---|
| Authors: | Hu, Sen ; Murphy, Thomas Brendan ; O'Hagan, Adrian |
| Published in: |
Annals of actuarial science. - Cambridge : Cambridge University Press, ISSN 1748-5002, ZDB-ID 2418917-0. - Vol. 15.2021, 2, p. 441-457
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| Subject: | A priori ratemaking | Bivariate gamma distribution | Copula | General insurance | Generalised linear model | Mixture of copulas | Mixture of experts model | Model-based clustering | Multivariate Verteilung | Multivariate distribution | Statistische Verteilung | Statistical distribution | Theorie | Theory | Versicherungsmathematik | Actuarial mathematics | Versicherung | Insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1748499521000099 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012593588