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Modelling dependency between different lines of business with copulas
Li, Jackie (contributor) - 2006
Persistent link: https://www.econbiz.de/10003384996
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On the use of Archimedean copulas for insurance modelling
Kularatne, Thilini Dulanjali; Li, Jackie; Pitt, David C. - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 1, pp. 57-81
Persistent link: https://www.econbiz.de/10012505597
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Using hierarchical Archimedean copulas for modelling mortality dependence and pricing mortality-linked securities
Li, Jackie; Balasooriya, Uditha; Liu, Jia - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 3, pp. 505-518
Persistent link: https://www.econbiz.de/10012656704
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Bayesian vine copulas for modelling dependence in data breach losses
Liu, Jacie Jia; Li, Jackie; Daly, Kevin James - In: Annals of actuarial science : publ. by the Institute of … 16 (2022) 2, pp. 401-424
Persistent link: https://www.econbiz.de/10013342189