Pages that link to "Item:Q4563750"
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The following pages link to MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS (Q4563750):
Displayed 11 items.
- A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving (Q784416) (← links)
- Rank-based inference tools for copula regression, with property and casualty insurance applications (Q2010890) (← links)
- Tweedie double GLM loss triangles with dependence within and across business lines (Q2066787) (← links)
- Rank-based methods for modeling dependence between loss triangles (Q2356636) (← links)
- Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach (Q2374097) (← links)
- Sensitivity analysis of some applied probability models (Q2662914) (← links)
- SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH (Q4562955) (← links)
- ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES (Q4562956) (← links)
- COMMON SHOCK MODELS FOR CLAIM ARRAYS (Q4691249) (← links)
- SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION (Q5045332) (← links)
- Sarmanov Family of Bivariate Distributions for Multivariate Loss Reserving Analysis (Q5379180) (← links)