Tail negative dependence and its applications for aggregate loss modeling (Q2347104): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail negative dependence and its applications for aggregate loss modeling |
scientific article |
Statements
Tail negative dependence and its applications for aggregate loss modeling (English)
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26 May 2015
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tail order
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scale mixture
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loss frequency
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loss severity
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MEPS data
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Archimedean copula
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GGS copula
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