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20182026
most citedA new perspective from a Dirichlet model for forecasting outstanding liabilities of nonlife insurers

15 citations · 25 across the 7 of their papers we have counts for

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2 papers · 1 filter

stat.ME2018★ 6 cited

Enhanced Pricing and Management of Bundled Insurance Risks with Dependence-aware Prediction using Pair Copula Construction

Peng Shi, Zifeng Zhao

We propose a dependence-aware predictive modeling framework for multivariate risks stemmed from an insurance contract with bundling features - an important type of policy increasin…

stat.ME2018★ 1 cited

Modeling Multivariate Time Series with Copula-linked Univariate D-vines

Zifeng Zhao, Peng Shi, Zhengjun Zhang

This paper proposes a novel multivariate time series model named Copula-linked univariate D-vines (CuDvine), which enables the simultaneous copula-based modeling of both temporal a…