Combination of autoregressive graphical models and time series bootstrap methods for risk management in marine insurance
Federico Carli, Elena Pesce, Francesco Porro, Eva Riccomagno
| Year of publication: |
2024
|
|---|---|
| Authors: | Carli, Federico ; Pesce, Elena ; Porro, Francesco ; Riccomagno, Eva |
| Subject: | Graphical models | Marine insurance | Marine losses | Risk management | Temporal disaggregation | Time series bootstrap | Risikomanagement | Zeitreihenanalyse | Time series analysis | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Transportversicherung | Transportation insurance | Risikomodell | Risk model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.seps.2024.101833 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014529095