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MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS
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MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS (2015)MODELING DEPENDENCE BETWEEN LOSS TRIANGLE…On the structure and estimation of hierarchical Archimedean copulas (2012)On the structure and estimati…Modeling Dependence between Loss Triangles (2012)Modeling Dependence between L…Likelihood inference for Archimedean copulas in high dimensions under known margins (2012)Likelihood inference for Arch…Dependence modelling in multivariate claims run-off triangles (2012)Dependence modelling in multi…A Bayesian Log-Normal Model for Multivariate Loss Reserving (2012)A Bayesian Log-Normal Model f…Dependent Loss Reserving using Copulas (2011)Dependent Loss Reserving usin…Forecasting in an Extended Chain-Ladder-Type Model (2010)Forecasting in an Extended Ch…Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimedean copu…Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimedean copu…Hierarchies of Archimedean copulas (2009)Hierarchies of Archimedean co…Forecasting with the age-period-cohort model and the extended chain-ladder model (2008)Forecasting with the age-peri…Forecasting Runoff Triangles (2006)Forecasting Runoff TrianglesThe Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles (2004)The Prediction Error of the C…Stochastic Claims Reserving in General Insurance (2002)Stochastic Claims Reserving i…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)An Introduction to Copulas (1999)Hierarchical structure in financial markets (1999)Modelling dependence using skew t copulas: Bayesian inference and applications (2010)Should investors include green bonds in their portfolios? Evidence for the USA and Europe (2021)CHAPMAN AND HALL (1985)Stochastic claims reserving methods in insurance (2008)A marked Cox model for the number of IBNR claims: Theory (2016)Copula Methods in Finance (2004)Pair-copula constructions of multiple dependence (2007)Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50 (2013)Modeling Customer Opt-In and Opt-Out in a Permission-Based Marketing Context (2014)Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Understanding Relationships Using Copulas (1998)Extreme-Value Copulas (2010)Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (2012)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)copula: Multivariate Dependence with Copulas (2005)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Goodness-of-fit tests for copulas: A review and a power study (2007)Conditional copula simulation for systemic risk stress testing (2013)Statistics and Quantitative Risk Management for Banking and Insurance (2014)Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)Predictive Distributions of Outstanding Liabilities in General Insurance (2006)Micro-level stochastic loss reserving for general insurance (2013)Machine Learning for Financial Risk Management: A Survey (2020)The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor (1999)Prediction Error of the Multivariate Chain Ladder Reserving Method (2008)Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework (2012)Statistical inference in the Lexis diagram (1990)Identification of the age-period-cohort model and the extended chain-ladder model (2008)Identification and Forecasting in Mortality Models (2014)Longitudinal Evidence for a Midlife Nadir in Human Well‐Being: Results from Four Data Sets (2015)On the Structure and Classification of Mortality Models (2015)Construction of asymmetric multivariate copulas (2008)Models for construction of multivariate dependence – a comparison study (2008)
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References

  • 2009Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions598 cited
  • 2009Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions510 cited
  • 2002Stochastic Claims Reserving in General Insurance445 cited
  • 2012On the structure and estimation of hierarchical Archimedean copulas166 cited
  • 2009Hierarchies of Archimedean copulas165 cited
  • 2012Likelihood inference for Archimedean copulas in high dimensions under known margins143 cited
  • 2008Forecasting with the age-period-cohort model and the extended chain-ladder model80 cited
  • 2011Dependent Loss Reserving using Copulas75 cited
  • 2012A Bayesian Log-Normal Model for Multivariate Loss Reserving69 cited
  • 2004The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles63 cited
  • 2006Forecasting Runoff Triangles46 cited
  • 2012Dependence modelling in multivariate claims run-off triangles41 cited
  • 2012Modeling Dependence between Loss Triangles41 cited
  • 2010Forecasting in an Extended Chain-Ladder-Type Model34 cited

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