Rank-based methods for modeling dependence between loss triangles (Q2356636): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: NSM3 / rank | |||
Normal rank | |||
Revision as of 14:09, 29 February 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)
0 references
6 June 2017
0 references
capital allocation
0 references
copula
0 references
GLM
0 references
hierarchical modeling
0 references
nested Archimedean copulas
0 references
parametric bootstrap
0 references
rank-based estimation
0 references
risk aggregation
0 references
run-off triangles
0 references
