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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
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Multivariate Verteilung
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Astin bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
95
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58
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40
Risks : open access journal
39
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36
European journal of operational research : EJOR
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Compatibility and attainability of matrices of correlation-based measures of concordance
Hofert, Marius
;
Koike, Takaaki
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
3
,
pp. 885-918
Persistent link: https://www.econbiz.de/10012125190
Saved in:
2
Modelling mortality dependence with regime-switching copulas
Rui, Zhou
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 373-407
Persistent link: https://www.econbiz.de/10012056596
Saved in:
3
Joint life insurance pricing using extended Marshall-Olkin models
Gobbi, Fabio
;
Kolev, Nikolai
;
Mulinacci, Sabrina
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 409-432
Persistent link: https://www.econbiz.de/10012056598
Saved in:
4
Spatial dependence and aggregation in weather risk hedging : a lévy subordinated hierarchical archimedean copulas (LSHAC) approach
Zhu, Wenjun
;
Tan, Ken Seng
;
Porth, Lysa
;
Wang, Chou-Wen
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 779-815
Persistent link: https://www.econbiz.de/10011875814
Saved in:
5
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
Saved in:
6
Paths and indices of maximal tail dependence
Furman, Edward
;
Su, Jianxi
;
Zitikis, Ričardas
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 661-678
Persistent link: https://www.econbiz.de/10011397592
Saved in:
7
Composite Bernstein copulas
Yang, Jingping
;
Chen, Zhijin
;
Wang, Fang
;
Wang, Ruodu
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
2
,
pp. 445-475
Persistent link: https://www.econbiz.de/10011312277
Saved in:
8
A copula regression for modeling multivariate loss triangles and quantifying reserving variability
Shi, Peng
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
1
,
pp. 85-102
Persistent link: https://www.econbiz.de/10010240678
Saved in:
9
On some properties of two vector-valued VAR and CTE multivariate risk measures for Archimedean copulas
Hürlimann, Werner
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 613-633
Persistent link: https://www.econbiz.de/10010407943
Saved in:
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