Modelling Dependence in Insurance Claims Processes with Lévy Copulas

Modelling Dependence in Insurance Claims Processes with Lévy Copulas
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DOI:
10.2139/ssrn.1757461
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发表时间:
2011-02
期刊:
OPER: Analytical (Topic)
影响因子:
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通讯作者:
Benjamin Avanzi;Luke Cameron Cassar;Bernard Wong
Benjamin Avanzi;Luke Cameron Cassar;Bernard Wong
中科院分区:
其他
文献类型:
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作者:
Benjamin Avanzi;Luke Cameron Cassar;Bernard Wong

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