Statistics
Publications
8
Citations
834
H-Index
8
Active since
2011
Affiliations
Technical University of Munich(Current)
Eike Christian Brechmann is an author at Technical University of Munich specializing in copula models, copula estimation, and dependence modeling.
Publications per year
2011–2020
8
8
A mixed copula model for insurance claims and claim sizes
Claudia Czado, Rainer Kastenmeier, Eike Christian Brechmann et al. · Scandinavian Actuarial Journal · 2011 · 127 citations
Hierarchical Kendall copulas: Properties and inference
Eike Christian Brechmann · Canadian Journal of Statistics · 2014 · 49 citations · Full text
Business, Finance, Econometrics +15
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