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type:"article"
~person:"Brechmann, Eike"
~person:"Eling, Martin"
~subject:"Vine copula"
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Vine copula
Risk management
19
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Insurance
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Brechmann, Eike
Eling, Martin
Czado, Claudia
2
Jung, Kwangmin
2
Brechmann, Eike C.
1
Chebbi, Ali
1
Chen, Zhang
1
Hedhli, Amel
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Hendrich, Katharina
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Jiang, Cuixia
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Leatham, David J.
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Li, Min-Jian
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Li, Yuqian
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Xu, Qifa
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1
Risk aggregation in non-life insurance : standard models vs. internal models
Eling, Martin
;
Jung, Kwangmin
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 183-198
Persistent link: https://www.econbiz.de/10012420134
Saved in:
2
Copula approaches for modeling cross-sectional dependence of data breach losses
Eling, Martin
;
Jung, Kwangmin
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 167-180
Persistent link: https://www.econbiz.de/10011929865
Saved in:
3
Flexible dependence modeling of operational risk losses and its impact on total capital requirements
Brechmann, Eike
;
Czado, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
40
(
2014
),
pp. 271-270
Persistent link: https://www.econbiz.de/10010402193
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