Pages that link to "Item:Q458105"
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The following pages link to Statistical models and methods for dependence in insurance data (Q458105):
Displaying 27 items.
- On multivariate countermonotonic copulas and their actuarial application (Q323616) (← links)
- A note on tail dependence regression (Q391808) (← links)
- Modeling of censored bivariate extremal events (Q397218) (← links)
- Dependence modeling in non-life insurance using the Bernstein copula (Q414613) (← links)
- Copula density estimation by total variation penalized likelihood with linear equality constraints (Q425397) (← links)
- Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
- Interval estimation for a measure of tail dependence (Q495494) (← links)
- A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014) (← links)
- On the worst and least possible asymptotic dependence (Q901291) (← links)
- Exact tail asymptotics in bivariate scale mixture models (Q906633) (← links)
- Global loss diversification in the insurance sector (Q1023104) (← links)
- Copula approaches for modeling cross-sectional dependence of data breach losses (Q1799650) (← links)
- Tail negative dependence and its applications for aggregate loss modeling (Q2347104) (← links)
- Extremes and products of multivariate AC-product risks (Q2442532) (← links)
- Modified Gaussian pseudo-copula: applications in insurance and finance (Q2446010) (← links)
- Copulas: Tales and facts (with discussion) (Q2463697) (← links)
- Quantifying the risk using copulae with nonparametric marginals (Q2513617) (← links)
- Mathematical modelling for claim severities using normal and \(t\) copulas (Q2829726) (← links)
- Jackknife empirical likelihood for parametric copulas (Q2868611) (← links)
- Baker- Lin-Huang Type Bivariate Distributions Based on Order Statistics (Q2876184) (← links)
- Testing extreme value copulas to estimate the quantile (Q2920839) (← links)
- Risk Modeling for Future Cash Flow Using Skew<i>t</i>-Copula (Q3098928) (← links)
- (Q3106023) (← links)
- On uniform tail expansions of multivariate copulas and wide convergence of measures (Q3414649) (← links)
- Dependent Insurance Risk Model: Deterministic Threshold (Q3562449) (← links)
- On some new dependence models derived from multivariate collective models in insurance applications (Q4577202) (← links)
- Robust statistical modeling using the Birnbaum‐Saunders‐<i>t</i> distribution applied to insurance (Q5414494) (← links)
