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Credibility-Modelle und Copulas

  • 2022
  • OriginalPaper
  • Chapter
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Abstract

In Teil III werden ausgewählte risikotheoretische Disziplinen und Modellbildungen vornehmlich in Hinblick auf etwaige Abhangigkeiten der zugrundeliegenden Zufallsvariablen analysiert. Die vielfach in Standardmodellen der Risikotheorie unterstellte Unabhängigkeit wird somit regelmäßig verworfen und hinterfragt sowie vielmehr nach handhabbaren Alternativen bei Abhängigkeit gesucht. Die aufkommenden Fragen und Problemstellungen bei diesen Untersuchungen sind etwa.

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Title
Credibility-Modelle und Copulas
Author
Klaus J. Schröter
Copyright Year
2022
Publisher
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/978-3-662-65469-9_7