Abstract
In this article, using longitudinal data, we develop the theory of credibility by copula model. The convex combination of copulas is used to describe the dependencies among claims. Finally, for comparing with the results of a single copula, using EM algorithm, some simulations of Massachusetts automobile claims are presented.
Acknowledgments
The authors thank the referees for their careful reading of our manuscript and for helpful and valuable comments and suggestions. Their comments helped to improve the exposition of this article significantly.