Flexible modelling of multivariate risks in pricing margin protection insurance : modelling portfolio risks with mixtures of mixtures
Seyyed Ali Zeytoon Nejad Moosavian and Barry K. Goodwin
| Year of publication: |
2021
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|---|---|
| Authors: | Moosavian, Seyyed Ali Zeytoon Nejad ; Goodwin, Barry K. |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 53.2021, 4, p. 411-440
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| Subject: | dependence modelling | Insurance | margin protection plans | mixture distribution | vine copulas | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | Risiko | Risk | Statistische Verteilung | Statistical distribution | Risikomodell | Risk model | Versicherung | Risikomaß | Risk measure | Risikomanagement | Risk management | Versicherungsmathematik | Actuarial mathematics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2020.1808170 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012416054