2026-04-13T01:33:16Zhttps://recercat.cat/oai/request

oai:recercat.cat:2445/695882025-12-05T05:48:27Zcom_2072_1057col_2072_478808col_2072_478917

00925njm 22002777a 4500 dc Bahraoui, Zuhair author Bolancé Losilla, Catalina author Pérez Marín, Ana María author 2016-02-18T11:05:47Z 2016-02-18T11:05:47Z 2014 2016-02-18T11:05:47Z We generalize the test proposed by Kojadinovic, Segers and Yan which is used for testing whether the data belongs to the family of extreme value copulas. We prove that the generalized test can be applied whatever the alternative hypothesis. We also study the effect of using different extreme value copulas in the context of risk estimation. To measure the risk we use a quantile. Our results have been motivated by a bivariate sample of losses from a real database of auto insurance claims. Teoria de la distribució de valors Variables (Matemàtica) Assegurances d'automòbils Value distribution theory Variables (Mathematics) Automobile insurance Testing extreme value copulas to estimate the quantile