Joint Distributional Copula Regression for Insurance Claim Frequency and Severity via Boosting
arXiv:2610.36835v1 Announce Type: new Abstract: In this paper, we propose a model-based boosting approach for fitting structured additive distributional copula regression models with bivariate responses, focusing particularly on the joint modeling of claim frequency and claim severity. The proposed…
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- 2026-10-28 04:00 · arXiv stat.ML
Joint Distributional Copula Regression for Insurance Claim Frequency and Severity via Boosting