Bivariate Archimedean Copula Models for Censored Data in Non-Life Insurance
نویسندگان
چکیده
We describe a methodology based on Archimedean copulas for analyzing nonlife insurance data with censoring present. Specifically, we propose a graphical selection procedure for the nonparametric estimation of the generator. An actual loss-ALAE data set is used for the numerical illustrations and for comparisons of our approach to a few others.
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