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Copula-based regression models: A survey |
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| Authors: | Nikolai Kolev Delhi Paiva |
| Institution: | aDepartment of Statistics, University of São Paulo, Brazil;bEACH, University of São Paulo, Brazil |
| Abstract: | In this review paper we collect several results about copula-based models, especially concerning regression models, by focusing on some insurance applications. |
| Keywords: | Copula theory Estimation Frank copula Gaussian copula Insurance data Longitudinal data Semiparametric specifications Time series analysis Transition models Unobserved heterogeneity |
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