Semiparametric copula models applied to the decomposition of claim amounts-Reference-Cited by-同舟云学术

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Semiparametric copula models applied to the decomposition of claim amounts

Published:2024-07 Issue: Volume: Page:1-28
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Farkas Sébastien¹,Lopez Olivier²

Affiliation:

1. CNRS, Laboratoire de Probabilités, Statistique et Modélisation, LPSM, Sorbonne Université, Paris, France

2. CREST Laboratory, CNRS, Groupe des Écoles Nationales d'Économie et Statistique, Ecole Polytechnique, Institut Polytechnique de Paris, Palaiseau, France

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/03461238.2024.2367569

Reference40 articles.

1. Semiparametric estimation of conditional copulas

2. A Multi-State Approach and Flexible Payment Distributions for Micro-Level Reserving in General Insurance

3. Micro-level stochastic loss reserving for general insurance;Antonio K.;Scandinavian Actuarial Journal,2010

4. A review of survival trees

5. Bouyé E. Durrleman V. Nikeghbali A. Riboulet G. & Roncalli T. (2000). Copulas for finance-a reading guide and some applications. Available at SSRN 1032533.

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