Flexible estimation of risk metric using copula model for the joint severity-frequency loss framework.
Sabyasachi GuharayKC ChangJie XuPublished in: FUSION (2017)
Keyphrases
- theoretical framework
- computational model
- bayesian framework
- mathematical framework
- probability distribution
- semi parametric
- objective function
- unified model
- em algorithm
- closed form
- conceptual framework
- mathematical model
- modeling framework
- maximum likelihood estimation
- context dependent
- formal model
- conceptual model
- neural network
- process model
- parameter estimation
- probabilistic model
- artificial neural networks
- high level