On some new dependence models derived from multivariate collective models in insurance applications (Q4577202)
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scientific article; zbMATH DE number 6904587
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| English | On some new dependence models derived from multivariate collective models in insurance applications |
scientific article; zbMATH DE number 6904587 |
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On some new dependence models derived from multivariate collective models in insurance applications (English)
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17 July 2018
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largest claims
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copula
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loss and ALAE
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\(\max\)-stable distribution
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estimation
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parametric family
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0.8047866225242615
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0.8020585179328918
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0.8009787797927856
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0.7987319827079773
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0.7986518144607544
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