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Testing independence in bivariate distributions of claim frequencies and severities

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  • Carriere, Jacques F.

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  • Carriere, Jacques F., 1997. "Testing independence in bivariate distributions of claim frequencies and severities," Insurance: Mathematics and Economics, Elsevier, vol. 21(1), pages 81-89, October.
    • Handle: RePEc:eee:insuma:v:21:y:1997:i:1:p:81-89
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    References listed on IDEAS

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    1. Goovaerts, M. J. & Dhaene, J., 1996. "The compound Poisson approximation for a portfolio of dependent risks," Insurance: Mathematics and Economics, Elsevier, vol. 18(1), pages 81-85, May.
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    Cited by:

    1. Martel-Escobar, M. & Hernández-Bastida, A. & Vázquez-Polo, F.J., 2012. "On the independence between risk profiles in the compound collective risk actuarial model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 82(8), pages 1419-1431.
    2. Klugman, Stuart A. & Parsa, Rahul, 1999. "Fitting bivariate loss distributions with copulas," Insurance: Mathematics and Economics, Elsevier, vol. 24(1-2), pages 139-148, March.

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