2023
DOI: 10.17654/0972086323008
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Extension of the Compound Poisson Model via the Spearman Copula

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“…Although this copula is commonly used in the literature, encounters certain limitations. It fails to model tail dependencies [9] [10] [11] [12] [13].…”
Section: Introductionmentioning
confidence: 99%
“…Although this copula is commonly used in the literature, encounters certain limitations. It fails to model tail dependencies [9] [10] [11] [12] [13].…”
Section: Introductionmentioning
confidence: 99%