Total loss estimation using copula-based regression models
From MaRDI portal
Publication:2015655
DOI10.1016/j.insmatheco.2013.09.003zbMath1290.91092arXiv1209.5356OpenAlexW2141088203MaRDI QIDQ2015655
Daniel Silvestrini, Nicole Krämer, Eike Christian Brechmann, Claudia Czado
Publication date: 23 June 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1209.5356
Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Generalized linear models (logistic models) (62J12)
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Uses Software
Cites Work
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