Tail negative dependence and its applications for aggregate loss modeling
Lei Hua
| Year of publication: |
2015
|
|---|---|
| Authors: | Hua, Lei |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 61.2015, p. 135-145
|
| 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 |
| Extent: | graph. Darst.´ |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010515904