Dependence modeling in non-life insurance using the Bernstein copula (Q414613): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H20
@@ Property / Mathematics Subject Classification ID: 62H20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6033263
@@ Property / zbMATH DE Number: 6033263 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+non-life insurance
@@ Property / zbMATH Keywords: non-life insurance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+copulas
@@ Property / zbMATH Keywords: copulas / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Bernstein copula
@@ Property / zbMATH Keywords: Bernstein copula / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+goodness-of-fit
@@ Property / zbMATH Keywords: goodness-of-fit / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+simulation
@@ Property / zbMATH Keywords: simulation / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2012.02.007
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@@ Property / OpenAlex ID @@
+W2094331704
@@ Property / OpenAlex ID: W2094331704 / rank @@
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@@ Property / cites work @@
+Semiparametric multivariate density estimation for positive data using copulas
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of copula functions for dependence modelling
+Normal rank
@@ Property / cites work @@
+Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit tests for copulas: A review and a power study
+Normal rank
@@ Property / cites work @@
+Efficiently sampling nested Archimedean copulas
@@ Property / cites work: Efficiently sampling nested Archimedean copulas / rank @@
+Normal rank
@@ Property / cites work @@
+CDO pricing with nested Archimedean copulas
@@ Property / cites work: CDO pricing with nested Archimedean copulas / rank @@
+Normal rank
@@ Property / cites work @@
+On approximation of copulas
@@ Property / cites work: On approximation of copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Hierarchies of Archimedean copulas
@@ Property / cites work: Hierarchies of Archimedean copulas / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:414613