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Discussion: Statistical models and methods for dependence in insurance data

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Van Keilegom, Ingrid [UCL] Veraverbeke, Noël [University of Hasselt, Belgium]

We first wish to congratulate the authors for this insightful and inspiring review on copulas, and in particular on extreme value and tail copulas. In this comment we would like to discuss briefly an outlook on two possible extensions of the ideas put forward in this review. The first one is on the influence of covariates, and the second one is on the exploration of insurance data that are subject to right censoring.

Document type Article de périodique (Journal article) – Article de recherche
Access type Accès restreint
Publication date 2011
Language Anglais
Journal information "Journal of the Korean Statistical Society" - Vol. 40, p. 155-157 (2011)
Peer reviewed yes
Publisher Elsevier BV ((Netherlands) Amsterdam)
issn 1226-3192
e-issn 2005-2863
Publication status Publié
Affiliations UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles
University of Hasselt, Belgium - Center for Statistics
Links
Bibliographic reference Van Keilegom, Ingrid ; Veraverbeke, Noël. Discussion: Statistical models and methods for dependence in insurance data. In: Journal of the Korean Statistical Society, Vol. 40, p. 155-157 (2011)
Permanent URL http://hdl.handle.net/2078.1/105007