A multi-year microlevel collective risk model
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Publication:2234768
DOI10.1016/j.insmatheco.2021.06.006zbMath1471.91479arXiv2006.06151OpenAlexW3173889713MaRDI QIDQ2234768
Rosy Oh, Himchan Jeong, Emiliano A. Valdez, Jae Youn Ahn
Publication date: 19 October 2021
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.06151
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Actuarial mathematics (91G05)
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Uses Software
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