Rank-based methods for modeling dependence between loss triangles (Q2356636): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (6 intermediate revisions by 3 users not shown) | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: nacopula / rank | |||
Normal rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: NSM3 / rank | |||
Normal rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: QRM / rank | |||
Normal rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: TwoCop / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s13385-016-0134-y / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2460748582 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 03:04, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank-based methods for modeling dependence between loss triangles |
scientific article |
Statements
Rank-based methods for modeling dependence between loss triangles (English)
0 references
6 June 2017
0 references
capital allocation
0 references
copula
0 references
GLM
0 references
hierarchical modeling
0 references
nested Archimedean copulas
0 references
parametric bootstrap
0 references
rank-based estimation
0 references
risk aggregation
0 references
run-off triangles
0 references
