Tail negative dependence and its applications for aggregate loss modeling-Reference-Cited by-同舟云学术

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Tail negative dependence and its applications for aggregate loss modeling

Published:2015-03 Issue: Volume:61 Page:135-145
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Hua Lei^ORCID

Funder

Casualty Actuarial Society

Research and Artistry Grant

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference29 articles.

1. Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. Number 1972;Abramowitz,1964

2. Regular Variation;Bingham,1987

3. Tails of multivariate Archimedean copulas;Charpentier;J. Multivariate Anal.,2009

4. A mixed copula model for insurance claims and claim sizes;Czado;Scand. Actuar. J.,2012

5. Randomized quantile residuals;Dunn;J. Comput. Graph. Statist.,1996

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