Statistical models and methods for dependence in insurance data (Q458105)
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scientific article; zbMATH DE number 6349816
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| English | Statistical models and methods for dependence in insurance data |
scientific article; zbMATH DE number 6349816 |
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Statistical models and methods for dependence in insurance data (English)
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30 September 2014
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copula
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dependence modeling
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extreme dependence
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extreme risk
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extreme value copula
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hypothesis testing
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inference for copulas
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interval estimation
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multivariate statistics
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point estimation
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risk estimation
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risk modeling
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tail copula
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tail dependence coefficient
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0.8490051031112671
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0.8272892832756042
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0.8138290643692017
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0.8097942471504211
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0.806141197681427
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