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~isPartOf:"Scandinavian actuarial journal"
~subject:"Multivariate distribution"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Copulafunktion"
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Multivariate distribution
Nichtparametrisches Verfahren
Multivariate Verteilung
20
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19
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7
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copula
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Econometric theory
Scandinavian actuarial journal
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95
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58
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40
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39
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36
European journal of operational research : EJOR
34
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Robustness in econometrics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
A note on bivariate survival functions following a law of uniform seniority
Schimmele, Alexander
;
Schmidt, Klaus D.
- In:
Scandinavian actuarial journal
2023
(
2023
)
9
,
pp. 907-915
Persistent link: https://www.econbiz.de/10014384019
Saved in:
2
Tail dependence of OLS
Oorschot, Jochem
;
Chen Zhou
- In:
Econometric theory
38
(
2022
)
2
,
pp. 273-300
Persistent link: https://www.econbiz.de/10013187225
Saved in:
3
A law of uniform seniority for dependent lives
Genest, Christian
;
Kolev, Nikolai
- In:
Scandinavian actuarial journal
2021
(
2021
)
8
,
pp. 726-743
Persistent link: https://www.econbiz.de/10012653669
Saved in:
4
Ranking the extreme claim amounts in dependent individual risk models
Torrado, Nuria
;
Navarro, Jorge
- In:
Scandinavian actuarial journal
2021
(
2021
)
3
,
pp. 218-247
Persistent link: https://www.econbiz.de/10012500261
Saved in:
5
On copula-based collective risk models : from elliptical copulas to vine copulas
Oh, Rosy
;
Ahn, Jae Youn
;
Lee, Woojoo
- In:
Scandinavian actuarial journal
2021
(
2021
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012484027
Saved in:
6
Randomization tests of copula symmetry
Beare, Brendan K.
;
Seo, Juwon
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1025-1063
Persistent link: https://www.econbiz.de/10012404089
Saved in:
7
Bonus-Malus premiums under the dependent frequency-severity modeling
Oh, Rosy
;
Shi, Peng
;
Ahn, Jae Youn
- In:
Scandinavian actuarial journal
2020
(
2020
)
3
,
pp. 172-195
Persistent link: https://www.econbiz.de/10012195040
Saved in:
8
Detecting financial data dependence structure by averaging mixture copulas
Liu, Guannan
;
Long, Wei
;
Zhang, Xinyu
;
Li, Qi
- In:
Econometric theory
35
(
2019
)
4
,
pp. 777-815
Persistent link: https://www.econbiz.de/10012386828
Saved in:
9
Parisian types of ruin probabilities for a class of dependent risk-reserve processes
Bladt, Mogens
;
Nielsen, Bo Friis
;
Peralta, Oscar
- In:
Scandinavian actuarial journal
2019
(
2019
)
1
,
pp. 32-61
Persistent link: https://www.econbiz.de/10012194929
Saved in:
10
Modeling cause-of-death mortality using hierarchical Archimedean copula
Li, Hong
;
Lu, Yang
- In:
Scandinavian actuarial journal
2019
(
2019
)
3
,
pp. 247-272
Persistent link: https://www.econbiz.de/10012194949
Saved in:
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