Rejoinder: Statistical models and methods for dependence in insurance data

DOI10.1016/J.JKSS.2011.03.001MaRDI QIDQ458107zbMATH OpenOpenAlexWikidataFDO

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

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

Cited in

(1)

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

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