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Hierarchical Kendall copulas a...
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A mixed copula model for insurance claims and claim sizes
Czado, Claudia
;
Kastenmeier, Rainer
;
Brechmann, Eike …
- In:
Scandinavian actuarial journal : Actuarial Society of …
2012
(
2012
)
4
,
pp. 278-305
Persistent link: https://www.econbiz.de/10010056071
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Modeling dependence of operational loss frequencies
Brechmann, Eike Christian
;
Czado, Claudia
;
Paterlini, Sandra
- In:
The journal of operational risk
8
(
2013/14
)
4
,
pp. 105-126
Persistent link: https://www.econbiz.de/10010388208
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