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Analysis of bivariate tail dependence using extreme value copulas: an application to the SOA medical large claims database

Bibliographic reference Cebrian Ana, Carmen ; Denuit, Michel ; Lambert, Philippe. Analysis of bivariate tail dependence using extreme value copulas: an application to the SOA medical large claims database. In: Belgian Actuarial Bulletin, Vol. 3, p. 33-41 (2003)
Permanent URL http://hdl.handle.net/2078/17222