Testing for Concordance Ordering
| Year of publication: |
2002-03-01
|
|---|---|
| Authors: | Cebrian, Ana C. ; Denuit, Michel ; Scaillet, Olivier |
| Publisher: |
International Center for Financial Asset Management and Engineering (FAME) <Genf> |
| Subject: | Risikomanagement | risk management | Multivariate Analyse | Nichtparametrisches Verfahren | Risikotheorie | Verlustverteilung |
- 1. Introduction
- 2. Concordance order
- 3. Application of the concordance order
- 4. Inference under parametric specification
- 5. Inference under semiparametric specification
- 6. Testing procedures
- 7. An empirical illustration: US losses and ALAE´s
- 8. Concluding remarks
- References
Persistent link: https://www.econbiz.de/10005843302