Reference : Analysis of bivariate tail dependence using extreme values copulas: An application to th...

	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/2268/24500

Title :	Analysis of bivariate tail dependence using extreme values copulas: An application to the SOA medical large claims database
Language :	English
Author, co-author :	Cebrian, Ana [ > > ]
	Denuit, Michel [ > > ]
	Lambert, Philippe [Université de Liège - ULg > Institut des sciences humaines et sociales > Méthodes quantitatives en sciences sociales >]
Publication date :	2003
Journal title :	Belgian Actuarial Journal
Permalink :	http://hdl.handle.net/2268/24500
Other URL :	http://www.actuaweb.be/BAB/volume3/Vol3_4-Cebrian.pdf

	File(s) associated to this reference
	Fulltext file(s): File Commentary Version Size Access Restricted access Vol3_4-Cebrian.pdf Publisher postprint 1.29 MB Request copy

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