Collective risk models with dependence
Hélène Cossette, Etienne Marceau, Itre Mtalai
| Year of publication: |
2019
|
|---|---|
| Authors: | Cossette, Hélène ; Marceau, Etienne ; Mtalai, Itre |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 87.2019, p. 153-168
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| Subject: | Random sums | Collective risk models | Dependence | Copulas | Archimedean copulas | Hierarchical Archimedean copulas | Mixed Erlang distributions | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Statistische Verteilung | Statistical distribution | Risikomanagement | Risk management | Risikomodell | Risk model | Finanzmathematik | Mathematical finance | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2019.04.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012058960