Work

On the use of Archimedean copulas for insurance modelling

Year: 2020

Type: article

Source: Annals of Actuarial Science

DOI: 10.1017/s1748499520000147

Authors: Thilini Dulanjali Kularatne, Jackie Li, David Pitt

Institution: Macquarie University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3035924543

FWCI: 3.377

Cites: 55

Cited by: 28

Related to: 10