Modelling Risk Dependencies in Insurance Using Survival Clayton Copula
Our aim in this paper is to show the use of survival Clayton copula as a suitable tool for modelling risk dependencies in insurance. Apurpose-built simulation of an adequate upper tail dependence can be an important part of the aggregation of risks in an insurer’s internal models. The occurrence of...
| Asıl Yazarlar: | , , |
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| Materyal Türü: | Makale |
| Dil: | English |
| Baskı/Yayın Bilgisi: |
Czech Statistical Office
2024-09-01
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| Seri Bilgileri: | Statistika: Statistics and Economy Journal |
| Konular: | |
| Online Erişim: | https://csu.gov.cz/docs/107508/483216c3-36e3-980b-5c9f-bb770bb3cbf1/32019724q3_mucha_analyses.pdf?version=1.0 |