The reserving for outstanding losses based on multivariate \(t\)-copula model (Q2824728)
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scientific article; zbMATH DE number 6635248
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The reserving for outstanding losses based on multivariate \(t\)-copula model |
scientific article; zbMATH DE number 6635248 |
Statements
6 October 2016
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multivariate reserving for outstanding losses
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\(t\)-copula model
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correlation
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VaR
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The reserving for outstanding losses based on multivariate \(t\)-copula model (English)
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