Title of article :
Copula-based regression models: A survey
Author/Authors :
Kolev، نويسنده , , Nikolai and Paiva، نويسنده , , Delhi، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Abstract :
In this review paper we collect several results about copula-based models, especially concerning regression models, by focusing on some insurance applications.
Keywords :
Estimation , Frank copula , Semiparametric specifications , Insurance data , Time series analysis , Gaussian copula , Transition models , Unobserved heterogeneity , Copula theory , Longitudinal data
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference
