On the use of Archimedean copulas for insurance modelling
Thilini Dulanjali Kularatne, Jackie Li and David Pitt
| Year of publication: |
2021
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| Authors: | Kularatne, Thilini Dulanjali ; Li, Jackie ; Pitt, David C. |
| Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press, ISSN 1748-5002, ZDB-ID 2418917-0. - Vol. 15.2021, 1, p. 57-81
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| Subject: | Archimedean copulas | Empirical copulas | Estimation methods | Losses and allocated loss adjustment expenses | Mortality bond | Multi-population mortality modelling | Tail dependence | Sterblichkeit | Mortality | Multivariate Verteilung | Multivariate distribution | Schätztheorie | Estimation theory | Risikomodell | Risk model | Statistische Verteilung | Statistical distribution | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1748499520000147 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012505597