Reference : Analysis of bivariate tail dependence using extreme values copulas: An application to th...
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/2268/24500
Analysis of bivariate tail dependence using extreme values copulas: An application to the SOA medical large claims database
English
Cebrian, Ana [ > > ]
Denuit, Michel [ > > ]
Lambert, Philippe mailto [Université de Liège - ULg > Institut des sciences humaines et sociales > Méthodes quantitatives en sciences sociales >]
2003
Belgian Actuarial Journal
Yes
http://hdl.handle.net/2268/24500
http://www.actuaweb.be/BAB/volume3/Vol3_4-Cebrian.pdf

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