Tail negative dependence and its applications for aggregate loss modeling (Q2347104)

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Tail negative dependence and its applications for aggregate loss modeling
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    Tail negative dependence and its applications for aggregate loss modeling (English)
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    26 May 2015
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    tail order
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    scale mixture
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    loss frequency
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    loss severity
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    MEPS data
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    Archimedean copula
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    GGS copula
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