Risk measures and dependence modeling
Paul Embrechts and Marius Hofert
| Year of publication: |
2025
|
|---|---|
| Authors: | Embrechts, Paul ; Hofert, Marius |
| Published in: |
Handbook of Insurance : Volume II. - Cham : Springer Nature Switzerland, ISBN 978-3-031-69674-9. - 2025, p. 95-126
|
| Subject: | Copulas | Correlation pitfalls | Expected shortfall | Quantitative risk management | Risk mapping | Risk measures | Value-at-risk | Risikomaß | Risk measure | Risikomanagement | Risk management | Multivariate Verteilung | Multivariate distribution | Messung | Measurement | Risiko | Risk | Theorie | Theory | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Korrelation | Correlation | ARCH-Modell | ARCH model | Bankrisiko | Bank risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-031-69674-9_5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015394058