Tail negative dependence and its applications for aggregate loss modeling (Q2347104): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2015.01.001
+Normal rank
@@ Property / OpenAlex ID @@
+W2008305541
@@ Property / OpenAlex ID: W2008305541 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5558293
@@ Property / cites work: Q5558293 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Tails of multivariate Archimedean copulas
@@ Property / cites work: Tails of multivariate Archimedean copulas / rank @@
+Normal rank
@@ Property / cites work @@
+A mixed copula model for insurance claims and claim sizes
+Normal rank
@@ Property / cites work @@
+Q3860550
@@ Property / cites work: Q3860550 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+A Bayesian analysis of some nonparametric problems
+Normal rank
@@ Property / cites work @@
+On Defining The Incomplete Gamma Function
@@ Property / cites work: On Defining The Incomplete Gamma Function / rank @@
+Normal rank
@@ Property / cites work @@
+Regression Modeling with Actuarial and Financial Applications
+Normal rank
@@ Property / cites work @@
+Spatial modelling of claim frequency and claim size in non-life insurance
+Normal rank
@@ Property / cites work @@
+Tail order and intermediate tail dependence of multivariate copulas
+Normal rank
@@ Property / cites work @@
+Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures
+Normal rank
@@ Property / cites work @@
+Intermediate Tail Dependence: A Review and Some New Results
+Normal rank
@@ Property / cites work @@
+Assessing High-Risk Scenarios by Full-Range Tail Dependence Copulas
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate distributions from mixtures of max-infinitely divisible distributions
+Normal rank
@@ Property / cites work @@
+Total loss estimation using copula-based regression models
+Normal rank
@@ Property / cites work @@
+Extremal behavior of Archimedean copulas
@@ Property / cites work: Extremal behavior of Archimedean copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Q4801536
@@ Property / cites work: Q4801536 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
+Normal rank
@@ Property / cites work @@
+From Archimedean to Liouville copulas
@@ Property / cites work: From Archimedean to Liouville copulas / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian sensitivity analyses for hidden sub-populations in weighted sampling
+Normal rank
@@ Property / cites work @@
+A generalized beta copula with applications in modeling multivariate long-tailed data
+Normal rank