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A mixed copula model for insurance claims and claim sizes

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References

2007A Primer on Copulas for Count Data339 cited
2007A Primer on Copulas for Count Data305 cited
2002Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling217 cited
1996Generalized Linear Models and Actuarial Science206 cited
1994Fitting Tweedie's compound poisson model to insurance claims data201 cited

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2021Reliability-oriented sensitivity analysis in presence of data-driven epistemic uncertainty38 cited
2019A dependent frequency–severity approach to modeling longitudinal insurance claims38 cited
2015Generalised linear models for aggregate claims: to Tweedie or not?

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37 cited

2021Modelling mortality dependence: An application of dynamic vine copula15 cited