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Measuring the impact of dependence between claims occurrences
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Document type | Article de périodique (Journal article) – Article de recherche |
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Access type | Accès restreint |
Publication date | 2002 |
Language | Anglais |
Journal information | "Insurance: Mathematics and Economics" - Vol. 30, no. 1, p. 1-19 (2002) |
Peer reviewed | yes |
Publisher | Elsevier BV * North-Holland ((Netherlands) Amsterdam) |
issn | 0167-6687 |
e-issn | 1873-5959 |
Publication status | Publié |
Affiliation | UCL - EUEN/STAT - Institut de statistique |
Links |
Bibliographic reference | Denuit, Michel ; Lefèvre, Claude ; Utev, Sergei. Measuring the impact of dependence between claims occurrences. In: Insurance: Mathematics and Economics, Vol. 30, no. 1, p. 1-19 (2002) |
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Permanent URL | http://hdl.handle.net/2078/17238 |