A versatile copula and its application to risk measures
Jeungbo Shim; Eun-Joo Lee; Seung-Hwan Lee
| Year of publication: |
2010
|
|---|---|
| Authors: | Shim, Jeungbo ; Lee, Eun-joo ; Lee, Seung-Hwan |
| Published in: |
International journal of business and economics. - Taichung : Feng Chia University, ISSN 1607-0704, ZDB-ID 2573186-5. - Vol. 9.2010, 3, p. 213-231
|
| Subject: | Risikomodell | Risk model | Risikomaß | Risk measure | Messung | Measurement | Multivariate Verteilung | Multivariate distribution | Haftpflichtversicherung | Liability insurance | USA | United States | 1991-2004 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008933251