ESTIMATION OF COPULA AND ITS APPLICATION ON DOUBLE DECREMENT MODELS
Abstract: <br /> <br /> <br /> <br /> <br /> This thesis introduces the concept of copulas, a tool for understanding non linear dependence among multivariate outcomes. A copula is a function that links univariate marginals to their full multivariate distribution. T...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/6045 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |