1
-
3
of
3
results (0.3 seconds)
Sort By:
-
Concomitant Information in a Bivariate Model of Claim Frequencies and Severities
Concomitant Information in a Bivariate Model of Claim Frequencies and Severities Develops a statistical procedure to fit bivariate distributions of claims in presence of covariates, which allows ...- Authors: Jacques F Carriere, Gabriel Escarela
- Date: Aug 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods
-
Estimation of a Multivariate Copula
Estimation of a Multivariate Copula This paper develops the formula for estimation of multivariate copula. These results can be applied to the estimation of correlation coefficients. From the ...- Authors: Jacques F Carriere
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Estimation methods
-
Mixed Lognormal Distributions
Mixed Lognormal Distributions In this paper, the unconditional probability density functions of portfolio claim amounts based on several assumed risk distributions are found. From the ...- Authors: Jacques F Carriere, Christina Ho
- Date: Jan 1994
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods