| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5077091 | Insurance: Mathematics and Economics | 2012 | 9 Pages |
Abstract
⺠Two copula models for insurance claim numbers with excess zeros and time-dependence. ⺠The maximum likelihood method and a two-step procedure to estimate the model attributes. ⺠The asymptotic properties of the estimators are provided. ⺠Simulations show satisfactory performance of the proposed estimates.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Xiaobing Zhao, Xian Zhou,