Dependence modeling in non-life insurance using the Bernstein copula
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference19 articles.
1. Semiparametric multivariate density estimation for positive data using copulas;Bouezmarni;Computational Statistics & Data Analysis,2009
2. Nonparametric estimation of copula functions for dependence modelling;Chen;Canadian Journal of Statistics,2007
3. Modeling and management of nonlinear dependencies—copulas in dynamic financial analysis;Eling;Journal of Risk and Insurance,2009
4. Copulas: a personal view;Embrechts;Journal of Risk and Insurance,2009
5. Nonparametric estimation of copulas for time series;Fermanian;Journal of Risk,2003
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