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Fitting bivariate loss distributions with copulas

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  • Klugman, Stuart A.
  • Parsa, Rahul

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  • 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.
    • Handle: RePEc:eee:insuma:v:24:y:1999:i:1-2:p:139-148
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    References listed on IDEAS

    as
    1. 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.
    2. Edward Frees & Emiliano Valdez, 1998. "Understanding Relationships Using Copulas," North American Actuarial Journal, Taylor & Francis Journals, vol. 2(1), pages 1-25.
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