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Journal of the American Statistical Association Volume 117, 2022 - Issue 539
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Applications and Case Studies

Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing

Peng Shia Department of Risk and Insurance, Wisconsin School of Business, University of Wisconsin-Madison, Madison, WICorrespondence[email protected]
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Gee Y. Leeb Department of Statistics and Probability, Department of Mathematics, Michigan State University, East Lansing, MIORCID Iconhttps://orcid.org/0000-0002-8640-9514
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Pages 1094-1109 | Received 27 Feb 2020, Accepted 01 Feb 2022, Published online: 22 Mar 2022

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Read on this site (4)

Peng Shi, Wei Zhang & Kun Shi. (2024) Leveraging Weather Dynamics in Insurance Claims Triage Using Deep Learning. Journal of the American Statistical Association 0:0, pages 1-14.
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Gee Y. Lee. (2023) Multivariate Insurance Portfolio Risk Retention Using the Method of Multipliers. North American Actuarial Journal 27:4, pages 787-805.
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Roxane Turcotte & Jean-Philippe Boucher. (2023) GAMLSS for Longitudinal Multivariate Claim Count Models. North American Actuarial Journal 0:0, pages 1-24.
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Shimeng Huang, Jinggong Zhang & Wenjun Zhu. Storm CAT Bond: Modeling and Valuation. North American Actuarial Journal 0:0, pages 1-26.
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Articles from other publishers (5)

Shengkun Xie. (2024) Estimating Risk Relativity of Driving Records using Generalized Additive Models: A Statistical Approach for Auto Insurance Rate Regulation. Asia-Pacific Journal of Risk and Insurance 18:1, pages 55-86.
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Himchan Jeong. (2024) Tweedie multivariate semi-parametric credibility with the exchangeable correlation. Insurance: Mathematics and Economics 115, pages 13-21.
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Gee Y. Lee & Himchan Jeong. (2024) Nonparametric intercept regularization for insurance claim frequency regression models. Annals of Actuarial Science, pages 1-26.
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Oscar Espinosa, Valeria Bejarano, Jeferson Ramos & Boris Martínez. (2023) Statistical actuarial estimation of the Capitation Payment Unit from copula functions and deep learning: historical comparability analysis for the Colombian health system, 2015–2021. Health Economics Review 13:1.
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Shimeng Huang, Jinggong Zhang & Wenjun Zhu. (2021) Storm CAT Bond: Modeling and Valuation. SSRN Electronic Journal.
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