Discussion on "Statistical models and methods for dependence in insurance data"
(2011) , 5 pages
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- Authors
- Abstract
- We first wish to congratulate the authors for this insightful and inspiring review on copulas, and in particular on extreme value and tail copulas. In this comment we would like to discuss briefly an outlook on two possible extensions of the ideas put forward in this review. The first one is on the influence of covariates, and the second one is on the exploration of insurance data that are subject to right censoring.
- Affiliations
Citations
Van Keilegom, I., & Veraverbeke, N. (2011). Discussion on “Statistical models and methods for dependence in insurance data” (ISBA Discussion Paper 1103). https://hdl.handle.net/2078.5/207252