MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS (Q4563750)
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scientific article; zbMATH DE number 6880311
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS |
scientific article; zbMATH DE number 6880311 |
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MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS (English)
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4 June 2018
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runoff triangles
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copula
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hierarchical Archimedean copula
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maximum likelihood estimation
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bootstrap
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