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~subject:"Multivariate analysis"
~person:"Greenacre, Michael J."
~person:"Landsman, Zinoviy"
~isPartOf:"Insurance / Mathematics & economics"
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Multivariate analysis
Multivariate Analyse
6
Theorie
6
Theory
6
Statistical distribution
5
Statistische Verteilung
5
Elliptical distributions
2
Mortality
2
Multivariate risk measures
2
Probability theory
2
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2
Truncation
2
Wahrscheinlichkeitsrechnung
2
Altersvorsorge
1
Ausreißer
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Bulk annuity pricing
1
Capital income
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Censoring
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Cumulative generator
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1
Einkommensverteilung
1
Elderly people
1
Erwartungsbildung
1
Expectation formation
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Fisher information
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Income distribution
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Kapitaleinkommen
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Lifetime dependence
1
Lifetime distribution
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Longevity risk
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Measurement
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Messung
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Multivariate Pareto distribution
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Multivariate Tweedie
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Multivariate tail conditional expectation
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Multivariate tail covariance
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Greenacre, Michael J.
Landsman, Zinoviy
Alai, Daniel H.
3
Asimit, Alexandru V.
3
Di Bernardino, Elena
3
Furman, Edward
3
Sherris, Michael
3
Shushi, Tomer
3
Fernández-Ponce, J. M.
2
Jones, Bruce L.
2
Li, Jinzhu
2
Makov, Udi
2
Rodríguez-Griñolo, M. R.
2
Shi, Peng
2
Valdez, Emiliano
2
Vernic, Raluca
2
Woo, Jae-Kyung
2
Xu, Maochao
2
Avanzi, Benjamin
1
Beirlant, Jan
1
Berdel, Jasmin
1
Bermúdez, Lluís
1
Brazauskas, Vytaras
1
Calderin, Enrique
1
Cheung, Eric C. K.
1
Chi, Yichun
1
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Da, Gaofeng
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Denuit, Michel
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Gadoury, Simon-Pierre
1
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1
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Insurance / Mathematics & economics
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
16
Barcelona GSE working paper series : working paper
1
Fundamentals of marketing research ; Vol. 6
1
Scandinavian actuarial journal
1
UNSW Australian School of Business Research Paper
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UNSW Business School Research Paper
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ECONIS (ZBW)
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1
A multivariate tail covariance measure for elliptical distributions
Landsman, Zinoviy
;
Makov, Udi
;
Shushi, Tomer
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 27-35
Persistent link: https://www.econbiz.de/10011904613
Saved in:
2
Multivariate tail conditional expectation for elliptical distributions
Landsman, Zinoviy
;
Makov, Udi
;
Shushi, Tomer
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 216-223
Persistent link: https://www.econbiz.de/10011597276
Saved in:
3
Modelling lifetime dependence for older ages using a multivariate Pareto distribution
Alai, Daniel H.
;
Landsman, Zinoviy
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 272-285
Persistent link: https://www.econbiz.de/10011597294
Saved in:
4
A multivariate Tweedie lifetime model : censoring and truncation
Alai, Daniel H.
;
Landsman, Zinoviy
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 203-213
Persistent link: https://www.econbiz.de/10011398009
Saved in:
5
Lifetime dependence modelling using a truncated multivariate gamma distribution
Alai, Daniel H.
;
Landsman, Zinoviy
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 542-549
Persistent link: https://www.econbiz.de/10009763590
Saved in:
6
Multivariate Tweedie distributions and some related capital-at-risk analyses
Furman, Edward
;
Landsman, Zinoviy
- In:
Insurance / Mathematics & economics
46
(
2010
)
2
,
pp. 351-361
Persistent link: https://www.econbiz.de/10003966598
Saved in:
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