Dependence modeling in non-life insurance using the Bernstein copula
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Publication:414613
DOI10.1016/j.insmatheco.2012.02.007zbMath1237.91126OpenAlexW2094331704MaRDI QIDQ414613
Martin Eling, Dorothea Diers, Sebastian D. Marek
Publication date: 11 May 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.02.007
Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20)
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Cites Work
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- Nonparametric estimation of copula functions for dependence modelling