Assessing high-risk scenarios by full-range tail dependence copulas
Hua Lei and Michelle Xia
| Year of publication: |
2014
|
|---|---|
| Authors: | Hua, Lei ; Xia, Michelle |
| Published in: |
North American actuarial journal. - Philadelphia, Pa. : Taylor & Francis, ISSN 1092-0277, ZDB-ID 1380138-7. - Vol. 18.2014, 3, p. 363-378
|
| Subject: | Multivariate Verteilung | Multivariate distribution | Statistische Verteilung | Statistical distribution | Theorie | Theory | Risikomaß | Risk measure | Ausreißer | Outliers |
| 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/10011338997