Pages that link to "Item:Q414613"

The following pages link to Dependence modeling in non-life insurance using the Bernstein copula (Q414613):

Displaying 17 items.

• Bayesian nonparametric inference for a multivariate copula function (Q479185) (← links)
• Uncertainty quantification for the family-wise error rate in multivariate copula models (Q1621987) (← links)
• Remarks on composite Bernstein copula and its application to credit risk analysis (Q1681084) (← links)
• Semi-analytical formula for pricing bilateral counterparty risk of CDS with correlated credit risks (Q1753344) (← links)
• Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity (Q2015661) (← links)
• Risk aggregation in non-life insurance: standard models vs. internal models (Q2212172) (← links)
• A note on discounted compound renewal sums under dependency (Q2442513) (← links)
• Risk aggregation and capital allocation using a new generalized Archimedean copula (Q2670109) (← links)
• Frequency-severity experience rating based on latent Markovian risk profiles (Q2682996) (← links)
• Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (Q2699605) (← links)
• Smooth nonparametric Bernstein vine copulas (Q4555067) (← links)
• COMPOSITE BERNSTEIN COPULAS (Q4563745) (← links)
• Signs of dependence and heavy tails in non-life insurance data (Q4575381) (← links)
• Statistical arbitrage with vine copulas (Q4619524) (← links)
• Multivariate multiple test procedures based on nonparametric copula estimation (Q4626706) (← links)
• Bernstein Copulas and Composite Bernstein Copulas (Q5132614) (← links)
• A Compendium of Copulas (Q5162881) (← links)