Bivariate Mixed Poisson and Normal Generalised Linear Models with Sarmanov Dependence—An Application to Model Claim Frequency and Optimal Transformed Average Severity
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- Freddy Alejandro Oquendo‐Torres & María Jesús Segovia‐Vargas, 2024. "Sustainability risk in insurance companies: A machine learning analysis," Global Policy, London School of Economics and Political Science, vol. 15(S7), pages 47-64, November.
- Marian Reiff & Erik Šoltés & Silvia Komara & Tatiana Šoltésová & Silvia Zelinová, 2022. "Segmentation and estimation of claim severity in motor third-party liability insurance through contrast analysis," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 17(3), pages 803-842, September.
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Keywords
Box-Cox transformation; dependence; bivariate Sarmanov distribution; motor insurance; telematic data;All these keywords.
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