Modeling Insurance Claim Distribution via Mixture Distribution and Copula
This paper analyses whether joint probability distribution function of losses due to different exposures covered under the same policy could be modeled in an appropriate manner via mixture distribution proposed and copula concept. <br />Special type of distribution which is a mixture of Genera...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2017-04-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_52896_3eb844e3ddd80c1de0e8b7a04107e824.pdf |