On some new dependence models derived from multivariate collective models in insurance applications (Q4577202): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q690956
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Enkelejd Hashorva / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2534373889 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic results for conditional measures of association of a random sum / rank
 
Normal rank
Property / cites work
 
Property / cites work: Max-stable processes and the functional \(D\)-norm revisited / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extreme value copula estimation based on block maxima of a multivariate stationary time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3566004 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A semiparametric estimation procedure of dependence parameters in multivariate families of distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extremes of conditioned elliptical random vectors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical models and methods for dependence in insurance data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparison of semiparametric and parametric methods for estimating copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heavy tailed time series with extremal independence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex geometry of max-stable distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. Properties and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bivariate Survival Models Induced by Frailties / rank
 
Normal rank
Property / cites work
 
Property / cites work: Joint tail of ECOMOR and LCR reinsurance treaties / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics of Markov Kernels and the Tail Chain / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new class of copulas involved geometric distribution: estimation and applications / rank
 
Normal rank

Latest revision as of 04:13, 16 July 2024

scientific article; zbMATH DE number 6904587
Language Label Description Also known as
English
On some new dependence models derived from multivariate collective models in insurance applications
scientific article; zbMATH DE number 6904587

    Statements

    On some new dependence models derived from multivariate collective models in insurance applications (English)
    0 references
    0 references
    0 references
    0 references
    17 July 2018
    0 references
    largest claims
    0 references
    copula
    0 references
    loss and ALAE
    0 references
    \(\max\)-stable distribution
    0 references
    estimation
    0 references
    parametric family
    0 references

    Identifiers