Modelling dependence with copulas and applications to risk management
Paul Embrechts; Filip Lindskog and Alexander McNeil
| Year of publication: |
2003
|
|---|---|
| Authors: | Embrechts, Paul ; Lindskog, Filip ; McNeil, Alexander J. |
| Published in: |
Handbook of heavy tailed distributions in finance. - Amsterdam : Elsevier, ISBN 0-444-50896-1. - 2003, p. 329-384
|
| Subject: | Risikomanagement | Risk management | Theorie | Theory | Statistische Verteilung | Statistical distribution | Multivariate Verteilung | Multivariate distribution |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001882115