Ranking the extreme claim amounts in dependent individual risk models
Nuria Torrado and Jorge Navarro
| Year of publication: |
2021
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|---|---|
| Authors: | Torrado, Nuria ; Navarro, Jorge |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2021.2021, 3, p. 218-247
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| Subject: | copulas | dependent risks | distorted distributions | heterogeneous portfolios | Stochastic dominance | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Risikomodell | Risk model | Risikomanagement | Risk management | Stochastischer Prozess | Stochastic process | Ranking-Verfahren | Ranking method | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2020.1830845 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012500261