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Scandinavian Actuarial Journal Volume 2012, 2012 - Issue 2
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ORIGINAL ARTICLES

Modeling dependent yearly claim totals including zero claims in private health insurance

Vinzenz Erhardt Zentrum Mathematik, Technische Universität München, Boltzmannstr. 3, 85747, Garching, GermanyCorrespondence[email protected]
&
Claudia Czado Zentrum Mathematik, Technische Universität München, Boltzmannstr. 3, 85747, Garching, Germany
Pages 106-129 | Published online: 17 Jun 2010

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O. Ozan Evkaya, Ceylan Yozgatlıgil & A. Sevtap Selcuk-Kestel. (2021) CD-vine model for capturing complex dependence. Journal of Applied Statistics 48:13-15, pages 2406-2420.
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Axel Bücher, Felix Irresberger & Gregor N. F. Weiss. (2017) Testing Asymmetry in Dependence with Copula-Coskewness. North American Actuarial Journal 21:2, pages 267-280.
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I. Duncan, M. Loginov & M. Ludkovski. (2016) Testing Alternative Regression Frameworks for Predictive Modeling of Health Care Costs. North American Actuarial Journal 20:1, pages 65-87.
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MaríA Dolores Martínez Miranda, Jens Perch Nielsen, Richard Verrall & Mario V. Wüthrich. (2015) Double chain ladder, claims development inflation and zero-claims. Scandinavian Actuarial Journal 2015:5, pages 383-405.
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Thilini Dulanjali Kularatne, Jackie Li & David Pitt. (2020) On the use of Archimedean copulas for insurance modelling. Annals of Actuarial Science 15:1, pages 57-81.
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Xiaoshan Su & Manying Bai. (2020) Stochastic gradient boosting frequency-severity model of insurance claims. PLOS ONE 15:8, pages e0238000.
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Yan Zhang & Yonghong Wu. (2020) Optimal Health Insurance and Trade-Off between Health and Wealth. Journal of Applied Mathematics 2020, pages 1-9.
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Gee Y. Lee & Peng Shi. (2019) A dependent frequency–severity approach to modeling longitudinal insurance claims. Insurance: Mathematics and Economics 87, pages 115-129.
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Peng Shi, Xiaoping Feng & Anastasia Ivantsova. (2015) Dependent frequency–severity modeling of insurance claims. Insurance: Mathematics and Economics 64, pages 417-428.
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David M. Zimmer. (2015) ANALYZING COMOVEMENTS IN HOUSING PRICES USING VINE COPULAS. Economic Inquiry 53:2, pages 1156-1169.
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Eike Brechmann, Claudia Czado & Sandra Paterlini. (2014) Flexible dependence modeling of operational risk losses and its impact on total capital requirements. Journal of Banking & Finance 40, pages 271-285.
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. 2013. Analysis of Mixed Data. Analysis of Mixed Data 209 229 .
Axel BBcher, Felix Irresberger & Gregor N. F. Weiss. (2016) Testing Asymmetry in Dependence with Copula-Coskewness. SSRN Electronic Journal.
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Ian Duncan, Michael Loginov & Michael Ludkovski. (2015) Testing Alternative Regression Frameworks for Predictive Modeling of Healthcare Costs. SSRN Electronic Journal.
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Eike Christian Brechmann, Claudia Czado & Sandra Paterlini. (2013) Flexible Dependence Modeling of Operational Risk Losses and Its Impact on Total Capital Requirements. SSRN Electronic Journal.
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