Rejoinder: Statistical models and methods for dependence in insurance data

DOI10.1016/j.jkss.2011.03.001zbMath1296.62206OpenAlexW2019358445WikidataQ59278112 ScholiaQ59278112MaRDI QIDQ458107

Liang Peng, Claudia Klüppelberg, Stephan Haug

Publication date: 30 September 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2011.03.001

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

• Nonparametric rank-based tests of bivariate extreme-value dependence
• Extreme behavior of bivariate elliptical distributions
• Tail dependence functions and vine copulas
• A mixed copula model for insurance claims and claim sizes
• Joint Regression Analysis of Correlated Data Using Gaussian Copulas
• On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
• Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles

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