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Dependence modelling in multivariate claims run-off triangles

Type of publication Peer-reviewed
Publikationsform Original article (peer-reviewed)
Publication date 2013
Author Merz M., Wüthrich M.V., Hashorva E.,
Project Extremal Behaviour of Random Scaling Models
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Original article (peer-reviewed)

Journal Annals of Actuarial Science
Volume (Issue) 7(1)
Page(s) 3 - 25
Title of proceedings Annals of Actuarial Science