A copula-based hierarchical hybrid loss distribution (Q2340429)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6426765
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A copula-based hierarchical hybrid loss distribution |
scientific article; zbMATH DE number 6426765 |
Statements
A copula-based hierarchical hybrid loss distribution (English)
0 references
17 April 2015
0 references
hierarchical copula functions
0 references
limiting loss distribution
0 references
clusterized copula function
0 references
0.9077194
0 references
0.8937224
0 references
0 references
0.86001617
0 references
0.8482299
0 references
0.84730774
0 references
0 references
0.84007525
0 references
