On copula-based collective risk models: from elliptical copulas to vine copulas
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Publication:4990500
DOI10.1080/03461238.2020.1768889zbMath1467.91148OpenAlexW3037440021MaRDI QIDQ4990500
Jae Youn Ahn, Rosy Oh, Woo-Joo Lee
Publication date: 28 May 2021
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2020.1768889
Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Actuarial mathematics (91G05)
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Uses Software
Cites Work
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