Pages that link to "Item:Q2492180"
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The following pages link to Copula credibility for aggregate loss models (Q2492180):
Displayed 18 items.
- A review of copula models for economic time series (Q443763) (← links)
- Semiparametric model for prediction of individual claim loss reserving (Q659084) (← links)
- Applying copula models to individual claim loss reserving methods (Q659223) (← links)
- Long-tail longitudinal modeling of insurance company expenses (Q661252) (← links)
- Copula-based regression models: a survey (Q840744) (← links)
- Empirical likelihood based confidence intervals for copulas (Q958913) (← links)
- Heavy-tailed longitudinal data modeling using copulas (Q998301) (← links)
- Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111) (← links)
- Jackknife empirical likelihood method for copulas (Q1944367) (← links)
- On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646) (← links)
- Measuring the coupled risks: A copula-based CVaR model (Q2378280) (← links)
- Simple risk measure calculations for sums of positive random variables (Q2446008) (← links)
- Joint modelling of the total amount and the number of claims by conditionals (Q2518553) (← links)
- Generalized linear models for dependent frequency and severity of insurance claims (Q2520448) (← links)
- Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model (Q3184501) (← links)
- A Truncated Bivariate t Distribution (Q3526963) (← links)
- Discrete-Time Risk Models Based on Time Series for Count Random Variables (Q3569709) (← links)
- Vine Copula Specifications for Stationary Multivariate Markov Chains (Q5177973) (← links)