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~isPartOf:"Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries"
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
International review of financial analysis
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Using hierarchical Archimedean copulas for modelling mortality dependence and pricing mortality-linked securities
Li, Jackie
;
Balasooriya, Uditha
;
Liu, Jia
- In:
Annals of actuarial science : publ. by the Institute of …
15
(
2021
)
3
,
pp. 505-518
Persistent link: https://www.econbiz.de/10012656704
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2
Bayesian vine copulas for modelling dependence in data breach losses
Liu, Jacie Jia
;
Li, Jackie
;
Daly, Kevin James
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
2
,
pp. 401-424
Persistent link: https://www.econbiz.de/10013342189
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