“Reserve modelling and the aggregation of risks using time varying copula models

Sawssen Araichi, Lotfi Belkacem and Christian de Peretti
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Sawssen Araichi: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon
Lotfi Belkacem: IHES - Institute of Higher Commercial Studies of Sousse - Université de Sousse

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Date: 2017
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Published in Economic Modelling, 2017

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01764023

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