Escarela, Drgabriel; Carriere, Jacques - In: Journal of Applied Statistics 33 (2006) 8, pp. 867-883
Bivariate claim data come from a population that consists of insureds who may claim either one, both or none of the two types of benefits covered by a policy. In the present paper, we develop a statistical procedure to fit bivariate distributions of claims in presence of covariates. This allows...