Insurance applications of dependence modeling

被引:1
作者
Genest, Christian [1 ]
Scherer, Matthias [2 ]
机构
[1] McGill Univ, Dept Math & Stat, Montreal, PQ, Canada
[2] Tech Univ Munich, Lehrstuhl Finanzmath, Garching, Germany
关键词
CREDIBILITY; COPULAS;
D O I
10.1515/demo-2020-0005
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:93 / 106
页数:14
相关论文
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