Max-factor individual risk models with application to credit portfolios (Q2347068): Difference between revisions

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+Multivariate insurance models: an overview
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+Normal rank
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+On two dependent individual risk models.
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+Normal rank
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+Constraints on concordance measures in bivariate discrete data
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+Measuring the impact of dependence between claims occurrences.
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+Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
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+Empirical investigation of insurance claim dependencies using mixture models
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