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Modeling dependence between loss triangles with hierarchical Archimedean copulas
Abdallah, Anas
;
Boucher, Jean-Philippe
;
Cossette, Hélène
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 577-599
Persistent link: https://www.econbiz.de/10011397265
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