A multi-year microlevel collective risk model
Rosy Oh, Himchan Jeong, Jae Youn Ahn, Emiliano A. Valdez
| Year of publication: |
2021
|
|---|---|
| Authors: | Oh, Rosy ; Jeong, Himchan ; Ahn, Jae Youn ; Valdez, Emiliano |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 100.2021, p. 309-328
|
| Subject: | Collective risk model | Copula model | Predictivce analysis | Random effect model | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Risikomodell | Risk model | Risikomanagement | Risk management | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.06.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012622396