Pages that link to "Item:Q5410251"

The following pages link to A COPULA REGRESSION FOR MODELING MULTIVARIATE LOSS TRIANGLES AND QUANTIFYING RESERVING VARIABILITY (Q5410251):

Displaying 8 items.

• Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach (Q2374097) (← links)
• Univariate and multivariate claims reserving with generalized link ratios (Q2657017) (← links)
• SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH (Q4562955) (← links)
• MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS (Q4563750) (← links)
• COMMON SHOCK MODELS FOR CLAIM ARRAYS (Q4691249) (← links)
• SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION (Q5045332) (← links)
• Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics (Q5079112) (← links)
• Sarmanov Family of Bivariate Distributions for Multivariate Loss Reserving Analysis (Q5379180) (← links)