Semiparametric copula models applied to the decomposition of claim amounts

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Published inScandinavian actuarial journal pp. 1 - 28
Main Authors Farkas, Sébastien, Lopez, Olivier
Format Journal Article
LanguageEnglish
Published 01.07.2024
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Author Farkas, Sébastien
Lopez, Olivier
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  givenname: Olivier
  surname: Lopez
  fullname: Lopez, Olivier
  organization: CREST Laboratory, CNRS, Groupe des Écoles Nationales d'Économie et Statistique, Ecole Polytechnique, Institut Polytechnique de Paris, Palaiseau, France
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Title Semiparametric copula models applied to the decomposition of claim amounts
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