Showing 1 - 4 of 4
This paper delevops a tools to analyse the ordering of concordance of random vectors.
Persistent link: https://www.econbiz.de/10005843302
This papfer deals with distributional free inference to test for positive quadrant dependence, i.e. for the probability that two variables are simultaneously small (or large) being at least as great as it would be were they dependent.
Persistent link: https://www.econbiz.de/10005843307
In this paper, we consider a décision-maker facing a financial risk flanked by a backgroundrisk, possibly non-financial, such as health or environmental risk. A decision has to be madeabout the amount of an investment (in the financial dimension) resulting in a future benefiteither in the same...
Persistent link: https://www.econbiz.de/10005868655
This paper aims to study the kind of dependence induced by the introduction of correlated latent variables in the annual numbers of claims reported by policyholders.
Persistent link: https://www.econbiz.de/10005847033