Total loss estimation using copula-based regression models
Nicole Krämer; Eike C. Brechmann; Daniel Silvestrini; Claudia Czado
| Year of publication: |
2013
|
|---|---|
| Authors: | Krämer, Nicole ; Brechmann, Eike C. ; Silvestrini, Daniel ; Czado, Claudia |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 829-839
|
| Subject: | Dependence modeling | Generalized linear model | Number of claims | Claim size | Policy loss | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Multivariate Verteilung | Multivariate distribution |
| 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/10010227816