A Copula-Based family of Bivariate Composite Models for Claim Severity Modelling

In this paper, we consider bivariate composite models for modeling jointly different types of claims and their associated costs in a flexible manner. For expository purposes, the Gumbel copula is paired with the composite Weibull-Inverse Weibull, Paralogistic-Inverse Weibull, and Inverse Burr-Invers...

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Veröffentlicht in:	arXiv.org 2022-10
Hauptverfasser:	Aradhye, Girish, Tzougas, George, Bhati, Deepesh
Format:	Artikel
Sprache:	eng
Schlagworte:	Bivariate analysis Insurance Parameter estimation Property damage
Online-Zugang:	Volltext
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