Rank-Based Multivariate Sarmanov for Modeling Dependence

Anas Abdallah discusses the rank-based methods using the Sarmanov distribution to adequately estimate the loss reserves and properly capture the dependence between lines of business.

Image courtesy of interviewee

Read the Study
Log-in or Sign-up to Faculti
Currently viewing this subject insight as a guest. You have insight(s) remaining for this month.

Leave a Reply

Your email address will not be published.

Copyright © Faculti Media Limited 2013 - 2024. All rights reserved.