Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (Q2699605)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals |
scientific article |
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Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (English)
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19 April 2023
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copula
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dependence modelling
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insurance losses
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skewed generalised hyperbolic distribution
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