Article (Scientific journals)
Analysis of bivariate tail dependence using extreme values copulas: An application to the SOA medical large claims database
Cebrian, Ana; Denuit, Michel; Lambert, Philippe
2003In Belgian Actuarial Bulletin
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Disciplines :
Mathematics
Author, co-author :
Cebrian, Ana
Denuit, Michel
Lambert, Philippe  ;  Université de Liège - ULiège > Institut des sciences humaines et sociales > Méthodes quantitatives en sciences sociales
Language :
English
Title :
Analysis of bivariate tail dependence using extreme values copulas: An application to the SOA medical large claims database
Publication date :
2003
Journal title :
Belgian Actuarial Bulletin
ISSN :
1784-5742
eISSN :
1784-5750
Publisher :
Institute of Actuaries in Belgium (IA|BE), Belgium
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBi :
since 29 September 2009

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