Flexible Modeling of Multivariate Risks in Pricing Margin Protection Insurance: Modeling Portfolio Risks with Mixtures of Mixtures

Author:

Zeytoon Nejad Moosavian Seyyed Ali

Publisher

Elsevier BV

Reference19 articles.

1. Pair-copula constructions of multiple dependence;K Aas;Insurance: Mathematics and economics,2009

2. Copula-Based Modeling of Dependence Structure among International Food Grain Markets;M Ahmed;2015 AAEA & WAEA Joint Annual Meeting,2015

3. Information theory and an extension of the maximum likelihood principle;H Akaike;Selected Papers of Hirotugu Akaike,1998

4. Probability density decomposition for conditionally dependent random variables modeled by vines;T Bedford;Annals of Mathematics and Artificial intelligence,2001

5. mixtools: An R package for analyzing finite mixture models;T Benaglia;Journal of Statistical Software,2009

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