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person:"Fantazzini, Dean"
~person:"Shi, Peng"
~person:"Weiß, Gregor"
~subject:"Estimation theory"
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Estimation theory
Multivariate Verteilung
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Multivariate distribution
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Fantazzini, Dean
Shi, Peng
Weiß, Gregor
Einmahl, John H. J.
8
Okhrin, Ostap
8
Segers, Johan
8
Amengual, Dante
6
Sentana, Enrique
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Wu, Ximing
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Astin bulletin : the journal of the International Actuarial Association
1
European journal of operational research : EJOR
1
Journal of banking & finance
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ECONIS (ZBW)
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A comparison of tail dependence estimators
Supper, Hendrik
;
Irresberger, Felix
;
Weiß, Gregor
- In:
European journal of operational research : EJOR
284
(
2020
)
2
,
pp. 728-742
Persistent link: https://www.econbiz.de/10012238789
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2
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich
;
Stoimenov, Pavel
;
Weiß, Gregor
- In:
Journal of banking & finance
54
(
2015
),
pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
Saved in:
3
A copula regression for modeling multivariate loss triangles and quantifying reserving variability
Shi, Peng
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
1
,
pp. 85-102
Persistent link: https://www.econbiz.de/10010240678
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