Pages that link to "Item:Q2347104"
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The following pages link to Tail negative dependence and its applications for aggregate loss modeling (Q2347104):
Displaying 11 items.
- Multivariate dependence modeling based on comonotonic factors (Q512029) (← links)
- A general approach to full-range tail dependence copulas (Q1681085) (← links)
- On a bivariate copula with both upper and lower full-range tail dependence (Q1681193) (← links)
- Two-part models for assessing misrepresentation on risk status (Q2066782) (← links)
- Higher order tail densities of copulas and hidden regular variation (Q2350044) (← links)
- A dependent frequency-severity approach to modeling longitudinal insurance claims (Q2421404) (← links)
- Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims (Q2670111) (← links)
- A modified pseudo-copula regression model for risk groups with various dependency levels (Q3390612) (← links)
- Assessing component reliability using lifetime data from systems (Q5221568) (← links)
- Some stochastic properties of conditionally dependent frailty models (Q5739687) (← links)
- Comparing and quantifying tail dependence (Q6607486) (← links)
