The Expected Loss and Dependence Structure Analysis of Automobile Physical Damage Insurance

碩士 === 淡江大學 === 財務金融學系碩士班 === 99 === After the 2007 finance crisis, the risk management is more noticeable in recent years, but there is still very limited number of general literatures on automobile physical insurance. This paper focuses on modeling and estimating tail parameters of automobile phys...

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Bibliographic Details
Main Authors: Wei-Yu Chen, 陳威宇
Other Authors: 李沃牆
Format: Others
Language:en_US
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/51888096373660132664