Estimating Copulas for Insurance from Scarce Observations, Expert Opinion and Prior Information: A Bayesian Approach

DOI10.2143/AST.42.1.2160743zbMath1277.91139OpenAlexW2506779013MaRDI QIDQ2866012

Philipp Arbenz, Davide Canestraro

Publication date: 12 December 2013

Full work available at URL: https://EconPapers.repec.org/RePEc:cup:astinb:v:42:y:2012:i:01:p:271-290_00

zbMATH Keywords

correlation copulas insurance Bayesian inference risk management dependence measure expert judgment

Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).

Related Items (4)

SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH ⋮ Copula based hierarchical risk aggregation through sample reordering ⋮ Expert judgement for dependence in probabilistic modelling: a systematic literature review and future research directions ⋮ ON THE AGGREGATION OF EXPERTS' INFORMATION IN BONUS–MALUS SYSTEMS

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