Rank-based methods for modeling dependence between loss triangles (Q2356636): Difference between revisions

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+MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS
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+Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
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+Copula based hierarchical risk aggregation through sample reordering
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+TVaR-based capital allocation with copulas
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+On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
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+The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles
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+A copula‐based risk aggregation model
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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+Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
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+ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS
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+Goodness-of-fit tests for copulas: A review and a power study
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+Efficiently sampling nested Archimedean copulas
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+Q2871084
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+Q4382161
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+Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions
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+Sampling nested Archimedean copulas
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+Q5253267
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+Prediction Error of the Multivariate Chain Ladder Reserving Method
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+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
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+Testing for equality between two copulas
@@ Property / cites work: Testing for equality between two copulas / rank @@
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+Hierarchies of Archimedean copulas
@@ Property / cites work: Hierarchies of Archimedean copulas / rank @@
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+A general multivariate chain ladder model
@@ Property / cites work: A general multivariate chain ladder model / rank @@
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+A Bayesian Log-Normal Model for Multivariate Loss Reserving
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+A Synchronous Bootstrap to Account for Dependencies Between Lines of Business in the Estimation of Loss Reserve Prediction Error
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+Sampling from Archimedean copulas
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