We propose a family of copula-based multivariate distributions with g-and-h marginals. After studying the properties of the distribution, we develop a two-step estimation strategy and analyze via ...
We apply distortion functions to bivariate survival functions for nonnegative random variables. This leads to a natural extension of univariate distortion risk measures to the multivariate setting.
This course is compulsory on the BSc in Actuarial Science, BSc in Actuarial Science (with a Placement Year), BSc in Financial Mathematics and Statistics and BSc in Mathematics, Statistics and Business ...
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