Factor copula approaches for assessing spatially dependent high-dimensional risks
Lei Hua, Michelle Xia, and Sanjib Basu
| Year of publication: |
2017
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|---|---|
| Authors: | Hua, Lei ; Xia, Michelle ; Basu, Sanjib |
| Published in: |
North American actuarial journal. - Philadelphia, Pa. : Taylor & Francis, ISSN 1092-0277, ZDB-ID 1380138-7. - Vol. 21.2017, 1, p. 147-160
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| Subject: | Multivariate Verteilung | Multivariate distribution | Risikomanagement | Risk management | Risiko | Risk | Räumliche Interaktion | Spatial interaction |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10920277.2016.1246251 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011857999