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</i> 1 Blomqvist&#x2019 1 Kendall&#x2019 1 bivariate copula 1 dependence modeling 1 measures of association 1 s <i>&#x03c4 1 s <i>Ø</i> 1
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Chakraborty, Subrata 1 Ghosh, Indranil 1 Watts, Dalton 1
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Journal of Risk and Financial Management 1
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EconStor 1
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Modeling bivariate dependency in insurance data via Copula: A brief study
Ghosh, Indranil; Watts, Dalton; Chakraborty, Subrata - In: Journal of Risk and Financial Management 15 (2022) 8, pp. 1-20
Copulas are a quite flexible and useful tool for modeling the dependence structure between two or more variables or components of bivariate and multivariate vectors, in particular, to predict losses in insurance and finance. In this article, we use the VineCopula package in R to study the...
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