Estimating Copulas for Insurance from Scarce Observations, Expert Opinion and Prior Information: A Bayesian Approach

Publisher: Cambridge University Press

E-ISSN: 1783-1350|42|1|271-290

ISSN: 0515-0361

Source: ASTIN Bulletin, Vol.42, Iss.1, 2012-05, pp. : 271-290

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Abstract