Max-factor individual risk models with application to credit portfolios (Q2347068): Difference between revisions

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-.1016/j.insmatheco.2015.03.006
@@ Property / DOI: 10.1016/j.insmatheco.2015.03.006 / rank @@
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+.3230
@@ Property / arXiv ID: 1412.3230 / rank @@
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+Multivariate insurance models: an overview
@@ Property / cites work: Multivariate insurance models: an overview / rank @@
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+On two dependent individual risk models.
@@ Property / cites work: On two dependent individual risk models. / rank @@
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+Constraints on concordance measures in bivariate discrete data
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+Measuring the impact of dependence between claims occurrences.
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+Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
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+Empirical investigation of insurance claim dependencies using mixture models
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2015.03.006
@@ Property / DOI: 10.1016/J.INSMATHECO.2015.03.006 / rank @@
+Normal rank