Modeling multivariate time series with copulas : implications for pricing revenue insurance
Gislaine Vieira Duarte, Vitor A. Ozaki
| Year of publication: |
2023
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|---|---|
| Authors: | Duarte, Gislaine Vieira ; Ozaki, Vitor A. |
| Published in: |
Revista brasileira de economia : RBE ; publicação de Fundação Getúlio Vargas. - Rio de Janeiro : Fundação Getúlio Vargas, ISSN 1806-9134, ZDB-ID 2105183-5. - Vol. 77.2023, Art.-No. e102023, p. 1-25
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| Subject: | Three-dimensional parametric copulas | Agricultural risk management | Revenue insurance | Risikomanagement | Risk management | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Agrarversicherung | Agricultural insurance | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5935/0034-7140.20230010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014444757