Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals
Vitali Alexeev/Katja Ignatieva/Thusitha Liyanage
| Year of publication: |
2021
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| Authors: | Alexeev, Vitali ; Ignatieva, Ekaterina ; Liyanage, Thusitha |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 25.2021, 2, Art.-No. 20180094, p. 1-20
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| Subject: | copula | dependence modelling | insurance losses | skewed generalised hyperbolic distribution | Multivariate Verteilung | Multivariate distribution | Statistische Verteilung | Statistical distribution | Theorie | Theory | Versicherung | Insurance | Modellierung | Scientific modelling | Risikomodell | Risk model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2018-0094 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012507454