On copula-based collective risk models: from elliptical copulas to vine copulas (Q4990500)
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scientific article; zbMATH DE number 7352449
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On copula-based collective risk models: from elliptical copulas to vine copulas |
scientific article; zbMATH DE number 7352449 |
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On copula-based collective risk models: from elliptical copulas to vine copulas (English)
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28 May 2021
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collective risk model
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frequency-severity dependence
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copula
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Gaussian copula
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vine copula
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