Forecasting surrender rates using elliptical copulas and financial variables
César Neves, Cristiano Fernandes and Eduardo Melo
| Year of publication: |
2014
|
|---|---|
| Authors: | Neves, César ; Fernandes, Cristiano Augusto Coelho ; Melo, Eduardo |
| Published in: |
North American actuarial journal. - Philadelphia, Pa. : Taylor & Francis, ISSN 1092-0277, ZDB-ID 1380138-7. - Vol. 18.2014, 2, p. 343-362
|
| Subject: | Prognoseverfahren | Forecasting model | Multivariate Verteilung | Multivariate distribution | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Prognose | Forecast | Finanzmarkt | Financial market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011338999