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subject:"Anlageverhalten"
subject:"Portfolio-Management"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Quantitative finance"
~person:"Cossette, Hélène"
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Anlageverhalten
Portfolio-Management
Theorie
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Theory
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Multivariate Verteilung
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Multivariate distribution
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Statistical distribution
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Statistische Verteilung
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Risikomanagement
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Risk management
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Archimedean copulas
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Aggregation
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Mixed Erlang distributions
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Probability theory
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Aggregation strategy
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Bivariate combination of exponential distributions with exponential marginals
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Bivariate distributions with exponential marginals
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Bivariate mixed Erlang distributions with exponential marginals
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Bladt-Nielsen’s bivariate exponential distribution
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Collective risk models
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Common mixture representation
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Compounding
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Copulas
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Farlie-Gumbel-Morgenstern copula
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Cossette, Hélène
Liang, Zongxia
11
Li, Zhongfei
10
Zeng, Yan
10
Escobar, Marcos
6
Mao, Tiantian
6
Yao, Haixiang
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Young, Virginia R.
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Li, Danping
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Chiu, Mei Choi
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Dhaene, Jan
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Furman, Edward
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Landsman, Zinoviy
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Rüschendorf, Ludger
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Shen, Yang
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Tang, Qihe
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Wei, Jiaqin
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Weng, Chengguo
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Yam, Sheung Chi Phillip
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Zhao, Hui
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Forsyth, Peter A.
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Guillén, Montserrat
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Koch Medina, Pablo
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Li, Jinzhu
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Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
2
Ruin-based risk measures in discrete-time risk models
Cossette, Hélène
;
Marceau, Etienne
;
Trufin, Julien
; …
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 246-261
Persistent link: https://www.econbiz.de/10012294129
Saved in:
3
Dependent risk models with Archimedean copulas : a computational strategy based on common mixtures and applications
Cossette, Hélène
;
Marceau, Etienne
;
Mtalai, Itre
; …
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 53-71
Persistent link: https://www.econbiz.de/10011825212
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