Rejoinder: Statistical models and methods for dependence in insurance data

DOI10.1016/J.JKSS.2011.03.001zbMATH Open1296.62206OpenAlexW2019358445WikidataQ59278112 ScholiaQ59278112MaRDI QIDQ458107FDOQ458107

Authors: Stephan Haug, Claudia Klüppelberg, Liang Peng 

Publication date: 30 September 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2011.03.001

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Tail dependence functions and vine copulas
• Joint Regression Analysis of Correlated Data Using Gaussian Copulas
• Nonparametric rank-based tests of bivariate extreme-value dependence
• Extreme behavior of bivariate elliptical distributions
• Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles
• On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
• A mixed copula model for insurance claims and claim sizes

Cited In (1)

• A note on deficit analysis in dependency models involving Coxian claim amounts

This page was built for publication: Rejoinder: Statistical models and methods for dependence in insurance data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q458107)