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论文类型：期刊论文

发表时间：2014-03-19

发表刊物：COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

收录刊物：SCIE、EI、Scopus

卷号：43

期号：6

页面范围：1222-1233

ISSN号：0361-0926

关键字：Copula; Convex combination; Credibility; EM algorithm; Longitudinal data; 62E10; 60C05

摘要：In this article, using longitudinal data, we develop the theory of credibility by copula model. The convex combination of copulas is used to describe the dependencies among claims. Finally, for comparing with the results of a single copula, using EM algorithm, some simulations of Massachusetts automobile claims are presented.