Estimating Copulas for Insurance from Scarce Observations, Expert Opinion and Prior Information
A Bayesian Approach
Open access
Date
2012Type
- Journal Article
ETH Bibliography
yes
Altmetrics
Permanent link
https://doi.org/10.3929/ethz-b-000056123Publication status
publishedExternal links
Journal / series
ASTIN BulletinVolume
Pages / Article No.
Publisher
PeetersSubject
Copulas; Expert judgment; Insurance; Dependence measure; Bayesian Inference; Correlation; Risk management; probability-distributionsOrganisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Notes
It was possible to publish this article open access thanks to a Swiss National Licence with the publisherMore
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ETH Bibliography
yes
Altmetrics