Tsanakas, Andreas; Zhu, Rui Selecting bivariate copula models using image recognition. (English) Zbl 1524.62238 ASTIN Bull. 52, No. 3, 707-734 (2022). MSC: 62H05 PDFBibTeX XMLCite \textit{A. Tsanakas} and \textit{R. Zhu}, ASTIN Bull. 52, No. 3, 707--734 (2022; Zbl 1524.62238) Full Text: DOI
Araiza Iturria, Carlos Andrés; Godin, Frédéric; Mailhot, Mélina Tweedie double GLM loss triangles with dependence within and across business lines. (English) Zbl 1480.91180 Eur. Actuar. J. 11, No. 2, 619-653 (2021). MSC: 91G05 91B70 62P05 PDFBibTeX XMLCite \textit{C. A. Araiza Iturria} et al., Eur. Actuar. J. 11, No. 2, 619--653 (2021; Zbl 1480.91180) Full Text: DOI arXiv
Bulinskaya, E. V.; Shigida, B. I. Sensitivity analysis of some applied probability models. (English. Russian original) Zbl 1462.62527 J. Math. Sci., New York 254, No. 4, 456-468 (2021); translation from Fundam. Prikl. Mat. 22, No. 3, 19-35 (2018). MSC: 62M10 62P20 91B84 PDFBibTeX XMLCite \textit{E. V. Bulinskaya} and \textit{B. I. Shigida}, J. Math. Sci., New York 254, No. 4, 456--468 (2021; Zbl 1462.62527); translation from Fundam. Prikl. Mat. 22, No. 3, 19--35 (2018) Full Text: DOI Link
Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving. (English) Zbl 1446.91055 Insur. Math. Econ. 93, 50-71 (2020). MSC: 91G05 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Insur. Math. Econ. 93, 50--71 (2020; Zbl 1446.91055) Full Text: DOI arXiv
Côté, Marie-Pier; Genest, Christian; Omelka, Marek Rank-based inference tools for copula regression, with property and casualty insurance applications. (English) Zbl 1427.91223 Insur. Math. Econ. 89, 1-15 (2019). MSC: 91G05 62P05 62H05 PDFBibTeX XMLCite \textit{M.-P. Côté} et al., Insur. Math. Econ. 89, 1--15 (2019; Zbl 1427.91223) Full Text: DOI
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard Common shock models for claim arrays. (English) Zbl 1416.91150 ASTIN Bull. 48, No. 3, 1109-1136 (2018). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{B. Avanzi} et al., ASTIN Bull. 48, No. 3, 1109--1136 (2018; Zbl 1416.91150) Full Text: DOI Link
Zhang, Yiying; Li, Xiaohu; Cheung, Ka Chun On heterogeneity in the individual model with both dependent claim occurrences and severities. (English) Zbl 1390.91219 ASTIN Bull. 48, No. 2, 817-839 (2018). MSC: 91B30 60E15 62P05 91G10 PDFBibTeX XMLCite \textit{Y. Zhang} et al., ASTIN Bull. 48, No. 2, 817--839 (2018; Zbl 1390.91219) Full Text: DOI
Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa; Wang, Chou-Wen Spatial dependence and aggregation in weather risk hedging: a Lévy subordinated hierarchical Archimedean copulas (LSHAC) approach. (English) Zbl 1390.91222 ASTIN Bull. 48, No. 2, 779-815 (2018). MSC: 91B30 60G51 62H05 62P05 PDFBibTeX XMLCite \textit{W. Zhu} et al., ASTIN Bull. 48, No. 2, 779--815 (2018; Zbl 1390.91222) Full Text: DOI
Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène; Trufin, Julien Sarmanov family of bivariate distributions for multivariate loss reserving analysis. (English) Zbl 1414.91154 N. Am. Actuar. J. 20, No. 2, 184-200 (2016). MSC: 91B30 62P05 62H05 PDFBibTeX XMLCite \textit{A. Abdallah} et al., N. Am. Actuar. J. 20, No. 2, 184--200 (2016; Zbl 1414.91154) Full Text: DOI Link
Côté, Marie-Pier; Genest, Christian; Abdallah, Anas Rank-based methods for modeling dependence between loss triangles. (English) Zbl 1394.91205 Eur. Actuar. J. 6, No. 2, 377-408 (2016). MSC: 91B30 62H05 62P05 PDFBibTeX XMLCite \textit{M.-P. Côté} et al., Eur. Actuar. J. 6, No. 2, 377--408 (2016; Zbl 1394.91205) Full Text: DOI
Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach. (English) Zbl 1371.91076 Insur. Math. Econ. 71, 63-78 (2016). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Insur. Math. Econ. 71, 63--78 (2016; Zbl 1371.91076) Full Text: DOI Link