//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Working papers / Ryerson University, Department of Economics"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Stochastischer Prozess"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Multivariate distribution"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Multivariate distribution
116
Multivariate Verteilung
115
Theorie
78
Theory
78
Statistical distribution
43
Statistische Verteilung
43
Risikomanagement
24
Risk management
24
Risikomaß
23
Risk measure
23
Portfolio selection
22
Portfolio-Management
22
Copula
21
Estimation theory
19
Schätztheorie
19
Stochastic process
19
Multivariate Analyse
14
Multivariate analysis
14
Credit risk
13
Kreditrisiko
13
Ausreißer
10
Capital income
10
Kapitaleinkommen
10
Outliers
10
Risiko
9
Risk
9
Derivat
8
Derivative
8
Probability theory
8
Wahrscheinlichkeitsrechnung
8
Correlation
7
Credit derivative
7
Finanzmathematik
7
Korrelation
7
Kreditderivat
7
Mathematical finance
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Actuarial mathematics
6
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Language
All
English
19
Author
All
Di Bernardino, Elena
2
Wang, Chou-Wen
2
Akrami, Abbas
1
Atkinson, Colin
1
Balakrishnan, Narayanaswamy
1
Barmalzan, Ghobad
1
Berentsen, Geir Drage
1
Blier-Wong, Christopher
1
Cai, Jun
1
Chen, Li
1
Cossette, Hélène
1
Cousin, Areski
1
Crépey, S.
1
Delong, Łukasz
1
Dhaene, Jan
1
Fernández-Ponce, J. M.
1
Gao, Guangyuan
1
Huang, Hong-Chih
1
Jeanblanc, Monique
1
Kim, Sung Ik
1
Kim, Young Shin
1
Laeven, Roger J. A.
1
Li, Jiahong
1
Li, Xiaohu
1
Lin, Feng
1
Lin, Luyao
1
Lin, Tzuling
1
Lu, Yi
1
Marceau, Etienne
1
Marfè, Roberto
1
Michaelsen, Markus
1
Nordbø, Tommy
1
Palacios-Rodríguez, F.
1
Parker, Gary
1
Peng, Liang
1
Rodríguez-Griñolo, M. R.
1
Safarov, Nemat
1
Støve, Bård
1
Tjostheim, Dag
1
Tsai, Cary Chi-Liang
1
more ...
less ...
Published in...
All
Working papers / Ryerson University, Department of Economics
Insurance / Mathematics & economics
International journal of theoretical and applied finance
European journal of operational research : EJOR
5
Discussion paper / Tinbergen Institute
4
Computational economics
3
Energy economics
3
Journal of risk and financial management : JRFM
3
Review of derivatives research
3
Risks : open access journal
3
Scandinavian actuarial journal
3
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
2
ECARES working paper
2
IMA journal of management mathematics
2
International journal of financial engineering
2
Journal of econometrics
2
Journal of empirical finance
2
Operations research letters
2
Robustness in econometrics
2
The journal of credit risk : published quarterly by Incisive Media
2
22nd Australasian Finance and Banking Conference 2009
1
AFI
1
Advances in intelligent systems and computing : AISC
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annals of economics and statistics
1
Applied economics
1
Applied mathematical finance
1
Astin bulletin : the journal of the International Actuarial Association
1
Berichte aus der Statistik
1
CERGE-EI Working Paper Series
1
CREATES research paper
1
Central European journal of economic modelling and econometrics
1
Chicago Booth Research Paper
1
Computational Management Science : CMS
1
Discussion paper / Deutsche Bundesbank
1
Econometric Institute research papers
1
Econometric reviews
1
Economic modelling
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
2
Dependence modeling of frequency-severity of insurance claims using waiting time
Gao, Guangyuan
;
Li, Jiahong
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 29-51
Persistent link: https://www.econbiz.de/10014282468
Saved in:
3
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
4
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
5
Information flow dependence in financial markets
Michaelsen, Markus
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012496727
Saved in:
6
Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities
Barmalzan, Ghobad
;
Akrami, Abbas
;
Balakrishnan, …
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 341-352
Persistent link: https://www.econbiz.de/10012294141
Saved in:
7
Stochastic distortion and its transformed copula
Lin, Feng
;
Peng, Liang
;
Xie, Jiehua
;
Yang, Jingping
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011825432
Saved in:
8
Natural gas-fired power plants valuation and optimization under Lévy copulas and regime switching
Safarov, Nemat
;
Atkinson, Colin
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011686797
Saved in:
9
Analysis of survivorship life insurance portfolios with stochastic rates of return
Chen, Li
;
Lin, Luyao
;
Lu, Yi
;
Parker, Gary
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 16-31
Persistent link: https://www.econbiz.de/10011740696
Saved in:
10
Modeling multi-country mortality dependence and its application in pricing survivor index swaps : a dynamic copula approach
Wang, Chou-Wen
;
Yang, Sharon S.
;
Huang, Hong-Chih
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 30-39
Persistent link: https://www.econbiz.de/10011349859
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->