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 Bulletin
Institute of Actuaries in Belgium (IA|BE)
Yes (verified by ORBi)
International
1784-5742
1784-5750
Belgium
http://hdl.handle.net/2268/24500
http://www.belgianactuarialbulletin.be/articles/vol03/04-Cebrian.pdf

File(s) associated to this reference

Fulltext file(s):

FileCommentaryVersionSizeAccess
Restricted access
Vol3_4-Cebrian.pdfPublisher postprint1.29 MBRequest copy

Bookmark and Share SFX Query

All documents in ORBi are protected by a user license.