MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS

Publisher： Cambridge University Press

E-ISSN： 1783-1350|45|3|577-599

ISSN： 0515-0361

Source： ASTIN Bulletin, Vol.45, Iss.3, 2015-06, pp. : 577-599

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

A COPULA REGRESSION FOR MODELING MULTIVARIATE LOSS TRIANGLES AND QUANTIFYING RESERVING VARIABILITY

By  

ASTIN Bulletin, Vol. 44, Iss. 1, 2013-10 ,pp. : 85-102

Cambridge University Press

Access to resources Recommend Favorite

Dependent Loss Reserving using Copulas

By  

ASTIN Bulletin, Vol. 41, Iss. 2, 2011-11 ,pp. : 449-486

Cambridge University Press

Access to resources Recommend Favorite

Modelling Dependence in Insurance Claims Processes with Lévy Copulas

By  

ASTIN Bulletin, Vol. 41, Iss. 2, 2011-11 ,pp. : 575-609

Cambridge University Press

Access to resources Recommend Favorite

ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS

By  

ASTIN Bulletin, Vol. 44, Iss. 3, 2014-06 ,pp. : 613-633

Cambridge University Press

Access to resources Recommend Favorite

Hierarchical patterns of covariance between morphological and behavioural traits

By Ptacek M.B.   Travis J.  

Animal Behaviour, Vol. 56, Iss. 4, 1998-10 ,pp. : 1044-1048

Elsevier

Access to resources Recommend Favorite