A two-component copula with links to insurance
This paper presents a new copula to model dependencies between insurance entities, by considering how insurance entities are affected by both macro and micro factors. The model used to build the copula assumes that the insurance losses of two companies or lines of business are related through a rand...
| المؤلفون الرئيسيون: | , , , |
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| التنسيق: | Journal article |
| منشور في: |
De Gruyter Open
2017
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