On some new dependence models derived from multivariate collective models in insurance applications

DOI10.1080/03461238.2016.1243574zbMath1402.91198OpenAlexW2534373889MaRDI QIDQ4577202

Maissa Tamraz, Gildas Ratovomirija, Enkelejd Hashorva

Publication date: 17 July 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://serval.unil.ch/resource/serval:BIB_1992185C07A9.P001/REF.pdf

zbMATH Keywords

copulaestimationparametric familylargest claims\(\max\)-stable distributionloss and ALAE

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10)

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