scientific article; zbMATH DE number 5258477
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Publication:5455535
zbMATH Open1144.62346MaRDI QIDQ5455535FDOQ5455535
Publication date: 3 April 2008
Title of this publication is not available (Why is that?)
Archimedean copulaFrank copulaClayton copulaGumbel copulaclaim distributionoutstanding claim provisions
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Approximations to statistical distributions (nonasymptotic) (62E17)
Cited In (8)
- Provisions for Outstanding Claims with Distance-Based Generalized Linear Models
- Applying copula models to individual claim loss reserving methods
- Semiparametric model for prediction of individual claim loss reserving
- A censored copula model for micro-level claim reserving
- Using copulas for rating weather index insurance contracts
- A compound renewal model for medical malpractice insurance
- COHERENT INCURRED PAID (CIP) MODELS FOR CLAIMS RESERVING
- Joint modelling of the total amount and the number of claims by conditionals
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