On copula-based collective risk models : from elliptical copulas to vine copulas
Rosy Oh, Jae Youn Ahn and Woojoo Lee
| Year of publication: |
2021
|
|---|---|
| Authors: | Oh, Rosy ; Ahn, Jae Youn ; Lee, Woojoo |
| Subject: | Collective risk model | copula | frequency-severity dependence | Gaussian copula | vine copula | Multivariate Verteilung | Multivariate distribution | Risikomanagement | Risk management | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Risikomodell | Risk model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2020.1768889 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012484027