On some new dependence models derived from multivariate collective models in insurance applications
Enkelejd Hashorva, Gildas Ratovomirija and Maissa Tamraz
| Year of publication: |
August-December 2017
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| Authors: | Hashorva, Enkelejd ; Ratovomirija, Gildas ; Tamraz, Maissa |
| Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2017, 8, p. 730-750
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| Subject: | Largest claims | copula | loss and ALAE | max-stable distribution | estimation | parametric family | Multivariate Verteilung | Multivariate distribution | Schätztheorie | Estimation theory | Multivariate Analyse | Multivariate analysis | Statistische Verteilung | Statistical distribution | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2016.1243574 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011848626