Discussion: Statistical models and methods for dependence in insurance data
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Publication:5965671
DOI10.1016/j.jkss.2011.01.005zbMath1296.62204OpenAlexW2091691193MaRDI QIDQ5965671
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.2011.01.005
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Uses Software
Cites Work
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- Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution
- Maxima of normal random vectors: Between independence and complete dependence
- Extremes of weighted Dirichlet arrays
- Tails of correlation mixtures of elliptical copulas
- On the regular variation of elliptical random vectors
- Modeling Financial Time Series with S-PLUS®
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