Statistical models and methods for dependence in insurance data
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Publication:458105
DOI10.1016/j.jkss.2011.03.005zbMath1296.62205WikidataQ59278113 ScholiaQ59278113MaRDI QIDQ458105
Liang Peng, Claudia Klüppelberg, Stephan Haug
Publication date: 30 September 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: http://mediatum.ub.tum.de/doc/1079270/document.pdf
copula; hypothesis testing; multivariate statistics; interval estimation; point estimation; dependence modeling; risk estimation; tail dependence coefficient; extreme dependence; extreme risk; extreme value copula; inference for copulas; risk modeling; tail copula
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