Two‐Part D‐Vine Copula Models for Longitudinal Insurance Claim Data

2022 ◽  
Author(s):  
Lu Yang ◽  
Claudia Czado
Keyword(s):  
Claim Data ◽  
Insurance Claim ◽  
Copula Models ◽  
Part D ◽  
Insurance Claim Data ◽  
Vine Copula

On the compound Poisson limit for high level exceedances

1989 ◽  
Vol 26 (03) ◽  
pp. 458-465 ◽  
Author(s):  
Jonathan Cohen
Keyword(s):  
Joint Distribution ◽  
Multiplicity Distribution ◽  
Claim Data ◽  
Stationary Sequence ◽  
Long Range Dependence ◽  
Insurance Claim ◽  
Compound Poisson ◽  
Insurance Claim Data ◽  
Poisson Limit ◽  
High Level

Let ∊ 1 ∊ 2, · ··, be a stationary sequence satisfying the weak long-range dependence condition Δ (un (τ)) of [3] for every τ > 0, where nP(∊ 1 > un (τ))→ τ . Assume only that P (there are j exceedances of un (τ) by ∊ 1, ∊ 2, · ··, ∊ n) converges for all j with 0≦j≦υ<∞ and a given fixedτ. Then the same holds for every τ> 0. For 0≦j≦υ the limit is P(X = j) where X is compound Poisson and the multiplicity distribution is independent ofτ. These results are extended to more general levels un and to cases where the joint distribution of the numbers of exceedances of several levels is considered. The limiting distributions of linearly normalized extreme order statistics are derived as a corollary. An application to insurance claim data is discussed.

Analysis of Hurricane Andrew Insurance Claim Data for Residential Buildings

2012 ◽  
Author(s):  
Gonzalo Pita ◽  
Jean-Paul Pinelli ◽  
Judith Mitrani-Reiser ◽  
Steve Cocke ◽  
Kurt Gurley
Keyword(s):  
Residential Buildings ◽  
Claim Data ◽  
Insurance Claim ◽  
Hurricane Andrew ◽  
Insurance Claim Data

Therapeutic duplicate prescribing in Korean ambulatory care settings using the National Health Insurance claim data

2014 ◽  
Vol 37 (1) ◽  
pp. 76-85 ◽  
Author(s):  
Dong-Sook Kim ◽  
Nam Kyung Je ◽  
Grace Juyun Kim ◽  
Hena Kang ◽  
Yoon Jin Kim ◽  
...  
Keyword(s):  
Health Insurance ◽  
Ambulatory Care ◽  
National Health Insurance ◽  
National Health ◽  
Claim Data ◽  
Insurance Claim ◽  
Insurance Claim Data
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