COLLECTIVE RISK MODELS WITH DEPENDENCE UNCERTAINTY
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Publication:4563797
DOI10.1017/asb.2017.4zbMath1390.91196OpenAlexW3123741628MaRDI QIDQ4563797
Publication date: 4 June 2018
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2017.4
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Related Items (9)
Convex risk measures for the aggregation of multiple information sources and applications in insurance ⋮ Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims ⋮ Collective risk models with dependence ⋮ Worst-case moments under partial ambiguity ⋮ Tail behavior of discounted portfolio loss under upper tail comonotonicity ⋮ A multi-year microlevel collective risk model ⋮ Bonus-Malus premiums under the dependent frequency-severity modeling ⋮ A copula transformation in multivariate mixed discrete-continuous models ⋮ On copula-based collective risk models: from elliptical copulas to vine copulas
Uses Software
Cites Work
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