Statistical models and methods for dependence in insurance data-Reference-Cited by-同舟云学术

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Statistical models and methods for dependence in insurance data

Published:2011-06 Issue:2 Volume:40 Page:125-139
ISSN:1226-3192
Container-title:Journal of the Korean Statistical Society
language:en
Short-container-title:Journal of the Korean Statistical Society

Author:

Haug Stephan,Klüppelberg Claudia,Peng Liang

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Reference59 articles.

1. Statistics of extremes;Beirlant,2004

2. On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence;Ben Ghorbal;The Canadian Journal of Statistics,2009

3. Copula goodness-of-fit testing: an overview and power comparison;Berg;The European Journal of Finance,2009

4. Some comments on goodness-of-fit tests for the parametric form of the copula based on L2-distances;Bucher;Journal of Multivariate Analysis,2010

5. A nonparametric estimation procedure for bivariate extreme value copulas;Capéraà;Biometrika,1997

Cited by 23 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On the use of Archimedean copulas for insurance modelling;Annals of Actuarial Science;2020-06-17

2. Modelling the Dependence Structure of Financial Assets: A Bivariate Extreme Data Study;IOP Conference Series: Earth and Environmental Science;2018-11-19

3. Mixture copulas and insurance applications;Annals of Actuarial Science;2018-04-26

4. Applications;Inference for Heavy-Tailed Data Analysis;2017

5. Bibliography;Inference for Heavy-Tailed Data Analysis;2017

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