Rank-based methods for modeling dependence between loss triangles (Q2356636): Difference between revisions
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Latest revision as of 08:49, 29 July 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)
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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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