Long-tail longitudinal modeling of insurance company expenses

Insurance: Mathematics and Economics

Volumn 47, Issue 3, 2010, Pages 303-314

  Shi, Peng ^a   Frees, Edward W ^b  

^a NORTHERN ILLINOIS UNIVERSITY   (United States)

^b UNIVERSITY OF WISCONSIN MADISON   (United States)

Author keywords

Asymmetric Laplace distribution; Copulas; Long tail regression; Quantile regression; Transformation

Indexed keywords

EID: 78049237644     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2010.07.005     Document Type: Article

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