Exponentiated Copula Models: A Novel Class and Dependence Techniques Applied to Insurance Data
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Cites work
- A new class of copulas involved geometric distribution: estimation and applications
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- An introduction to copulas.
- Case Studies Using Panel Data Models
- Comparison of semiparametric and parametric methods for estimating copulas
- Dependence modeling with copulas
- Fitting bivariate loss distributions with copulas
- Generalized hypergeometric, digamma and trigamma distributions
- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 107531 (Why is no real title available?)
- Loss models. From data to decisions
- Modeling Dependence in High Dimensions With Factor Copulas
- New classes of power series bivariate copulas
- Nonparametric Estimation and Testing for Positive Quadrant Dependent Bivariate Copula
- On some new dependence models derived from multivariate collective models in insurance applications
- Pair copula constructions for insurance experience rating
- Statistical models and methods for dependence in insurance data
- Understanding Relationships Using Copulas
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