A comparison of risk aggregation estimates using copulas and Fleishman distributions
Gary van Vuuren and Riaan de Jongh
| Year of publication: |
April 2017
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|---|---|
| Authors: | Van Vuuren, Gary ; De Jongh, Riaan |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 17, p. 1715-1731
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| Subject: | Gumbel copula | Fleishman power method | correlated variables | distribution moments | Multivariate Verteilung | Multivariate distribution | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1223832 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011815395