A two-component copula with links to insurance

DOI10.1515/DEMO-2017-0017OpenAlexW2963963528MaRDI QIDQ1697001

Peng Zhang

Publication date: 15 February 2018

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.8740

zbMATH Keywords

copulainsurancetwo-component model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• Unnamed Item
• Nonparametric estimation of multivariate extreme-value copulas
• Univariate and multivariate Pareto models
• An introduction to copulas.
• Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009
• The control of the false discovery rate in multiple testing under dependency.
• An Introduction to Heavy-Tailed and Subexponential Distributions
• On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
• Principles of Copula Theory

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