Rank-based methods for modeling dependence between loss triangles (Q2356636): Difference between revisions

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Latest revision as of 03:04, 20 March 2024

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Rank-based methods for modeling dependence between loss triangles
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    Rank-based methods for modeling dependence between loss triangles (English)
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    6 June 2017
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    capital allocation
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    copula
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    GLM
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    hierarchical modeling
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    nested Archimedean copulas
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    parametric bootstrap
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    rank-based estimation
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    risk aggregation
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    run-off triangles
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