Modeling dependence between loss triangles with hierarchical Archimedean copulas
by Anas Abdallah, Jean-Philippe Boucher and Hélène Cossette
| Year of publication: |
2015
|
|---|---|
| Authors: | Abdallah, Anas ; Boucher, Jean-Philippe ; Cossette, Hélène |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 45.2015, 3, p. 577-599
|
| Subject: | Runoff triangles | copula | hierarchical Archimedean copula | maximum likelihood estimation | bootstrap | Multivariate Verteilung | Multivariate distribution | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011397265