A copula-based hierarchical hybrid loss distribution (Q2340429)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A copula-based hierarchical hybrid loss distribution |
scientific article |
Statements
A copula-based hierarchical hybrid loss distribution (English)
0 references
17 April 2015
0 references
hierarchical copula functions
0 references
limiting loss distribution
0 references
clusterized copula function
0 references