Estimating copula-based extension of tail value-at-risk and its application in insurance claim
Year of publication: |
2022
|
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Authors: | Syuhada, Khreshna ; Neswan, Oki ; Parulian, Josaphat, Bony |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 10.2022, 6, Art.-No. 113, p. 1-26
|
Subject: | Dependent TVaR (DTVaR) | Dependent Conditional Tail Variance (DCTV) | insurance claim | nonparametric estimators | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Multivariate Verteilung | Multivariate distribution | Kfz-Versicherung | Automobile insurance |
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