An order of asymmetry in copulas, and implications for risk management
Karl Friedrich Siburg, Katharina Stehling, Pavel A. Stoimenov, Gregor N.F. Weiß
| Year of publication: |
May 2016
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|---|---|
| Authors: | Siburg, Karl Friedrich ; Stehling, Katharina ; Stoimenov, Pavel A. ; Weiß, Gregor |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 68.2016, p. 241-247
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| Subject: | Asymmetry | Exchangeability | Copula | Diversification | Dependence modeling | Multivariate Verteilung | Multivariate distribution | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.03.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011493850