Handling the Dependence of Claim Severities with Copula Models
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Publication:3583083
DOI10.3844/jmssp.2010.136.142zbMath1375.91106MaRDI QIDQ3583083
Noriszura Ismail, Saiful Hafizah Jaaman, Yulia Resti
Publication date: 26 August 2010
Published in: Journal of Mathematics and Statistics (Search for Journal in Brave)
Full work available at URL: http://www.scipub.org/scipub/ab_issue.php?pg_no=136-142&j_id=jms2&art_no=291&issue_no=23
62H12: Estimation in multivariate analysis
62P05: Applications of statistics to actuarial sciences and financial mathematics
62H20: Measures of association (correlation, canonical correlation, etc.)
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