Dependence modeling in non-life insurance using the Bernstein copula (Q414613)

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Dependence modeling in non-life insurance using the Bernstein copula
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    Statements

    title
    Dependence modeling in non-life insurance using the Bernstein copula (English)
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    author
    Dorothea Diers
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    Martin Eling
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    Sebastian D. Marek
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    publication date
    11 May 2012
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    zbMATH Keywords
    non-life insurance
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    copulas
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    Bernstein copula
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    goodness-of-fit
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    simulation
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    62P05
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    62H20
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    zbMATH DE Number
    6033263
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