Copula credibility for aggregate loss models

Insurance: Mathematics and Economics

Volumn 38, Issue 2, 2006, Pages 360-373

  Frees, Edward W ^a   Wang, Ping ^b  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

^b ST JOHN'S UNIVERSITY   (United States)

Author keywords

Copula; Insurance pricing; Longitudinal data

Indexed keywords

EID: 33644871506     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2005.10.004     Document Type: Article

References (21)

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