Tail negative dependence and its applications for aggregate loss modeling (Q2347104)

From MaRDI portal
Revision as of 22:44, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
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)
    0 references
    0 references
    26 May 2015
    0 references
    tail order
    0 references
    scale mixture
    0 references
    loss frequency
    0 references
    loss severity
    0 references
    MEPS data
    0 references
    Archimedean copula
    0 references
    GGS copula
    0 references

    Identifiers