Default dependence in the insurance and banking sectors : a copula approach
Xuan Zhang, Minjoo Kim, Cheng Yan, Yang Zhao
| Year of publication: |
2024
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|---|---|
| Authors: | Zhang, Xuan ; Kim, Minjoo ; Yan, Cheng ; Zhao, Yang |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1873-0612, ZDB-ID 2020265-9. - Vol. 91.2024, Art.-No. 101911, p. 1-13
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| Subject: | Copula | Default dependence | Determinants | Insurers | Probability of default | Kreditrisiko | Credit risk | Multivariate Verteilung | Multivariate distribution | Versicherung | Insurance | Insolvenz | Insolvency | Bank | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2023.101911 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014494724