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Statistical models and methods for dependence in insurance data

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  • Van Keilegom, Ingrid
  • Veraverbeke, Noel

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  • Van Keilegom, Ingrid & Veraverbeke, Noel, 2011. "Statistical models and methods for dependence in insurance data," LIDAM Discussion Papers ISBA 2011003, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvad:2011003
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    File URL: https://cdn.uclouvain.be/public/Exports%20reddot/stat/documents/DP1103(1).pdf
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    References listed on IDEAS

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    1. Andrew J. Patton, 2006. "Modelling Asymmetric Exchange Rate Dependence," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 47(2), pages 527-556, May.
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