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On some new dependence models derived from multivariate collective models in insurance applications |
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| Authors: | Enkelejd Hashorva Gildas Ratovomirija |
| Institution: | 1. Department of Actuarial Science, Faculty of Business and Economics, University of Lausanne, Lausanne, Switzerland.;2. Vaudoise Assurances, Place de Milan, Lausanne, Switzerland. |
| Abstract: | |
| Keywords: | Largest claims copula loss and ALAE max-stable distribution estimation parametric family |