A Comparison of Beta Regression and Copula Regression for Partial Lapse Rate Estimate
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Publisher
Springer Nature Switzerland
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-64273-9_5
Reference12 articles.
1. Aas, K., Czado, C., Frigessi, A., Bakken, H.: Pair-copula constructions of multiple dependence. Insur. Math. Econ. 44(2), 182–198 (2009)
2. Ahn, J.Y., Fuchs, S., Oh, R.: A copula transformation in multivariate mixed discrete-continuous models. Fuzzy Sets Syst. 415, 54–75 (2021)
3. Baione, F., Biancalana, D., De Angelis, P.: A two-part beta regression approach for modeling surrenders and withdrawals in a life insurance portfolio. N. Am. Actuar. J. 27(2), 380–395 (2023)
4. Czado, C.: Analyzing dependent data with vine copulas. Lecture Notes in Statistics. Springer, Heidelberg (2019)
5. Dißmann, J., Brechmann, E.C., Czado, C., Kurowicka, D.: Selecting and estimating regular vine copulae and application to financial returns. Comput. Stat. Data Anal. 59, 52–69 (2013)
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