Tail negative dependence and its applications for aggregate loss modeling
Year of publication: |
2015
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Authors: | Hua, Lei |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 61.2015, p. 135-145
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Subject: | Tail order | Scale mixture | Loss frequency | Loss severity | MEPS data | Archimedean copula | GGS copula | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Statistische Verteilung | Statistical distribution | Verlust | Loss | Risikomaß | Risk measure |
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