Dependent loss reserving using copulas

ASTIN Bulletin

Volumn 41, Issue 2, 2011, Pages 449-486

  Shi, Peng ^a   Frees, Edward W ^b  

^a NORTHERN ILLINOIS UNIVERSITY   (United States)

^b UNIVERSITY OF WISCONSIN MADISON   (United States)

Author keywords

Association; Bootstrap; Copula regression; Run off triangle

Indexed keywords

EID: 84855170629     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.41.2.2136985     Document Type: Article

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