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Credibility Using Copulas
Credibility Using Copulas This paper develops credibility using a longitudinal data framework. In ... associated with higher bodily injury claims. 17 Table 7. Information Criterion (AIC) by Correlation ...- Authors: Edward Frees, PING WANG
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Stochastic models