Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction
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Publication:6118721
DOI10.1016/j.jeconom.2024.105676arXiv1805.07301OpenAlexW4391430562MaRDI QIDQ6118721
Publication date: 21 March 2024
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.07301
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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