Modeling Dependence Between Loss Triangles With Hierarchical Archimedean Copulas

Link

http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=9911175&fileId=S0515036115000069

Volume

45

Page

577-599

Number

3

Year

2015

Categories

Insurance Risk

Publications

ASTIN Bulletin

Authors

Abdallah, A., Boucher, J. P., & Cossette, H.

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