Multivariate longitudinal modeling of insurance company expenses

Insurance: Mathematics and Economics

Volumn 51, Issue 1, 2012, Pages 204-215

  Shi, Peng ^a  

^a NORTHERN ILLINOIS UNIVERSITY   (United States)

Author keywords

Asymmetric Laplace distribution; Elliptical copula; Long tail regression; Multivariate longitudinal model

Indexed keywords

EID: 84860882141     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2011.08.011     Document Type: Article

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