A mixed copula model for insurance claims and claim sizes

Author: Czado Claudia   Kastenmeier Rainer   Brechmann Eike Christian   Min Aleksey  

Publisher: Taylor & Francis Ltd

ISSN: 0346-1238

Source: Scandinavian Actuarial Journal, Vol.2012, Iss.4, 2012-12, pp. : 278-305

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Abstract