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On copula-based collective risk models: from elliptical copulas to vine copulas
Scandinavian Actuarial Journal ( IF 1.6 ) Pub Date : 2020-06-26 , DOI: 10.1080/03461238.2020.1768889
Rosy Oh 1 , Jae Youn Ahn 2 , Woojoo Lee 3
Affiliation  

Several collective risk models have recently been proposed by relaxing the widely used but controversial assumption of independence between claim frequency and severity. Approaches include the biva...

中文翻译:

基于 copula 的集体风险模型:从椭圆 copula 到藤蔓 copula

最近通过放宽广泛使用但有争议的索赔频率和严重程度之间的独立性假设,提出了几种集体风险模型。方法包括双鱼...
更新日期:2020-06-26
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