| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5077440 | Insurance: Mathematics and Economics | 2008 | 11 Pages |
Abstract
We apply the methodology to a well known insurance data set, using a sample generation. The best fit copula turns out to be one listed in [Nelsen, R.B., 2006. An Introduction to Copulas, Second ed. In: Springer Series], which implies not only positive dependence, but dependence increasing with age.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Elisa Luciano, Jaap Spreeuw, Elena Vigna,