The Report of the Research Working Party on Correlations and Dependencies Among All Risk Sources Report (Part 2): Aggregating Bivariate Claim Severities With Numerical Fourier Inversion
The Report of the Research Working Party on Correlations and Dependencies Among All Risk Sources Report (Part 2): Aggregating Bivariate Claim Severities With Numerical Fourier Inversion
David L Homer,
Homer, David L. 2006. “The Report of the Research Working Party on Correlations and Dependencies Among All Risk Sources Report (Part 2): Aggregating Bivariate Claim Severities With Numerical Fourier Inversion.” CAS Forum 2006 (February).
