Modelling dependence in actuarial science, with emphasis on credibility theory and copulas
One basic problem in statistical sciences is to understand the relationships among multivariate outcomes. Although it remains an important tool and is widely applicable, the regression analysis is limited by the basic setup that requires to identify one dimension of the outcomes as the primary measu...
| Main Author: | |
|---|---|
| Format: | Others |
| Language: | en |
| Published: |
Universite catholique de Louvain
2005
|
| Subjects: | |
| Online Access: | http://edoc.bib.ucl.ac.be:81/ETD-db/collection/available/BelnUcetd-08152005-130531/ |