On copula-based collective risk models: from elliptical copulas to vine copulas (Q4990500)

From MaRDI portal
scientific article; zbMATH DE number 7352449
Language Label Description Also known as
English
On copula-based collective risk models: from elliptical copulas to vine copulas
scientific article; zbMATH DE number 7352449

    Statements

    On copula-based collective risk models: from elliptical copulas to vine copulas (English)
    0 references
    0 references
    0 references
    0 references
    28 May 2021
    0 references
    collective risk model
    0 references
    frequency-severity dependence
    0 references
    copula
    0 references
    Gaussian copula
    0 references
    vine copula
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers