Danish re insurance data has been analyzed in several papers, using dierent models. In this paper we investigate the improving of the tting for the Danish re insurance data according to composite models, including dependence structure by copula functions and Fast Fourier Transform
AGGREGATE LOSS DISTRIBUTION AND DEPENDENCE: COMPOSITE MODELS, COPULA FUNCTIONS AND FAST FOURIER TRANSFORM FOR THE DANISH RE INSURANCE DATA
CERCHIARA, Rocco Roberto;
2016-01-01
Abstract
Danish re insurance data has been analyzed in several papers, using dierent models. In this paper we investigate the improving of the tting for the Danish re insurance data according to composite models, including dependence structure by copula functions and Fast Fourier TransformFile in questo prodotto:
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