Rejoinder: Statistical models and methods for dependence in insurance data
type: Item
instance of: scholarly article
title: Rejoinder: Statistical models and methods for dependence in insurance data
zbMATH Open document ID: 1296.62206
author: Stephan Haug
author: Claudia Klüppelberg
author: Liang Peng
published in: Journal of the Korean Statistical Society
publication date: 2014-09-30T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6349821
Wikidata QID: Q59278112
MaRDI profile type: Publication
full work available at URL: j.jkss.2011.03.001
OpenAlex ID: W2019358445
cites work: Extreme behavior of bivariate elliptical distributions
cites work: On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
cites work: A mixed copula model for insurance claims and claim sizes
cites work: Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles
cites work: Tail dependence functions and vine copulas
cites work: Nonparametric rank-based tests of bivariate extreme-value dependence
cites work: Joint Regression Analysis of Correlated Data Using Gaussian Copulas
DOI: 10.1016/J.JKSS.2011.03.001
description: scientific article; zbMATH DE number 6349821