Do the same as in Question 3 but combining the two vectors with a t copula with

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Do the same as in Question 3 but combining the two vectors with a t copula with a desired correlation of 0.6 and ν = 1.3.

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Pricing In General Insurance

ISBN: 9780367769031,9781000860832

2nd Edition

Authors: Pietro Parodi

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Question Posted: Jul 23, 2024 11:01 AM

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Do the same as in Question 3 but combining the two vectors with a t copula with

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Pricing In General Insurance

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