Dependent risk models with Archimedean copulas: A...

Insurance: Mathematics and Economics 2017 / 11

Dependent risk models with Archimedean copulas: A computational strategy based on common mixtures and applications

Cossette, Hélène, Marceau, Etienne, Mtalai, Itre, Veilleux, Déry
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Language:
english
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2017.11.002
Date:
November, 2017
File:
PDF, 1.92 MB
english, 2017
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