Statistical models and methods for dependence in insurance data (Q458105)

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scientific article; zbMATH DE number 6349816
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Statistical models and methods for dependence in insurance data
scientific article; zbMATH DE number 6349816

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    Statistical models and methods for dependence in insurance data (English)
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    30 September 2014
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    copula
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    dependence modeling
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    extreme dependence
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    extreme risk
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    extreme value copula
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    hypothesis testing
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    inference for copulas
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    interval estimation
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    multivariate statistics
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    point estimation
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    risk estimation
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    risk modeling
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    tail copula
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    tail dependence coefficient
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