23 citations · 23 across the 2 of their papers we have counts for
2 papers
stat.AP2022
Copula-based Modeling for IBNR Claim Loss Reserving
Samira Zaroudi, Mohammad Reza Faridrohani, Mohammad Hassan Behzadi +1
There are growing concerns for reserves estimation of incurred but not reported (IBNR) claims in actuarial sciences. In this paper, we propose a copula-based dependency model to ca…
stat.ME2020★ 23 cited
Modeling Count Data via Copulas
Hadi Safari-Katesari, S. Yaser Samadi, Samira Zaroudi
Copula models have been widely used to model the dependence between continuous random variables, but modeling count data via copulas has recently become popular in the statistics l…