Rank-based multivariate Sarmanov for modeling dependence between loss reserves
Year of publication: |
2023
|
---|---|
Authors: | Abdallah, Anas ; Wang, Lan |
Subject: | rank-based methods | Sarmanov family of multivariate distributions | loss reserving | dependence | risk capital | Statistische Verteilung | Statistical distribution | Multivariate Analyse | Multivariate analysis | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Verlust | Loss | Risikomaß | Risk measure | Statistische Methodenlehre | Statistical theory |
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