A Comparative Perspective on Multivariate Modeling of Insurance Compensation Payments with Regression-Based and Copula-Based Models

ÖK Erdemir - EKOIST Journal of Econometrics and Statistics, 2023 - dergipark.org.tr
In this study, compensation payments for Turkish motor vehicles' compulsory third-party
liability insurance between 2018 and 2022 are modeled from a comparative perspective …

Selecting bivariate copula models using image recognition

A Tsanakas, R Zhu - ASTIN Bulletin: The Journal of the IAA, 2022 - cambridge.org
The choice of a copula model from limited data is a hard but important task. Motivated by the
visual patterns that different copula models produce in smoothed density heatmaps, we …

[HTML][HTML] Insurance Data Science: A Collection of Cutting-Edge Research in the Annals of Actuarial Science

A Tsanakas - Expanding Horizons, 2021 - soa.org
A special issue of the Annals of Actuarial Science, focusing on insurance data science, was
published on July 1. As explained by the editors—Katrien Antonio (KU Leuven), Christophe …