Luke Cameron Cassar

University of New South Wales (UNSW) - School of Actuarial Studies

Sydney, NSW 2052

Australia

SCHOLARLY PAPERS

1

DOWNLOADS

501

CITATIONS

3

Scholarly Papers (1)

Modelling Dependence in Insurance Claims Processes with Lévy Copulas

UNSW Australian School of Business Research Paper No. 2011ACTL01
Number of pages: 28 Posted: 04 Aug 2011
Benjamin Avanzi, Luke Cameron Cassar and Bernard Wong
UNSW Australia Business School, School of Risk and Actuarial Studies, University of New South Wales (UNSW) - School of Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 375 (77,166)
Citation 3

Abstract:

Loading...

Lévy Copula, Dependence, Compound Poisson Process, Insurance, Real Data

Modelling Dependence in Insurance Claims Processes with Lévy Copulas

ASTIN Bulletin, Vol. 41, No. 2, pp. 575-609
Number of pages: 25 Posted: 03 Aug 2011 Last Revised: 06 Jan 2012
Benjamin Avanzi, Luke Cameron Cassar and Bernard Wong
UNSW Australia Business School, School of Risk and Actuarial Studies, University of New South Wales (UNSW) - School of Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 126 (224,058)

Abstract:

Loading...

Lévy Copula, Dependence, Compound Poisson Process, Insurance, Real Data