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Testing for auto-calibration with Lorenz and Concentration curves
Denuit, Michel
;
Huyghe, Julie
;
Trufin, Julien
; …
- In:
Insurance : mathematics and economics
117
(
2024
),
pp. 130-139
Persistent link: https://www.econbiz.de/10015066959
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Testing for more positive expectation dependence with application to model comparison
Denuit, Michel
;
Trufin, Julien
;
Verdebout, Thomas
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 163-172
Persistent link: https://www.econbiz.de/10012793921
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