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Search: subject:"Dependence modelling"
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Theorie
18
Theory
18
dependence modelling
15
Multivariate Verteilung
14
Multivariate distribution
14
Co-dependence modelling
10
Tree structures
10
Credit risk
9
Regular Vine Copulas
9
Statistical distribution
8
Statistische Verteilung
8
intensity-based models
8
Dependence modelling
7
Portfolio-Management
7
Risk management
7
Börsenkurs
6
European stock markets
6
Kreditrisiko
6
Markov jump processes
6
Portfolio selection
6
Prognoseverfahren
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Risiko
6
Risikomanagement
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Risk
6
Forecasting model
5
Matrix-analytic methods
5
Modellierung
5
Risikomaß
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Risk measure
5
Scientific modelling
5
Finanzkrise
4
Insurance
4
Portfolio credit risk
4
Risikomodell
4
Risk model
4
Share price
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Stochastic process
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Stochastischer Prozess
4
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4
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4
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Free
30
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11
CC license
3
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Book / Working Paper
27
Article
19
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Article in journal
17
Aufsatz in Zeitschrift
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9
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6
Graue Literatur
6
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1
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English
29
Undetermined
17
Author
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McAleer, Michael
12
Herbertsson, Alexander
10
Allen, David E.
8
Singh, Abhay K.
7
Ashraf, Mohammad A.
4
Singh, Abhay Kumar
4
Arbia, Giuseppe
3
Powell, Robert J.
3
Allen, David E
2
Allen, David Edmund
2
Basile, Roberto
2
Bedford, Tim
2
Gaisser, Sandra
2
Ignatieva, Ekaterina
2
Memmel, Christoph
2
Piras, Gianfranco
2
Powell, Robert
2
Rudolph, Cordelia
2
Schmidt, Rafael
2
Schmock, Uwe
2
Wehn, Carsten
2
Werner, Christoph
2
Alai, Daniel H.
1
Alexeev, Vitali
1
Ashraf, Mohammad
1
Ashraf, Mohammad.A.
1
Baur, Dirk G
1
Constantinescu, Corina
1
Cooke, Roger M.
1
Denuit, Michel
1
Gichuhi, Antony W.
1
Goodwin, Barry K.
1
Guizzi, Valentina
1
Hana, Waleed
1
Hanea, Anca M.
1
Henshaw, Kira
1
Jang, Jiwook
1
Jeong, Himchan
1
Khalil, Dalia
1
Kim, Byung-Cheol
1
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Nationalekonomiska institutionen, Handelshögskolan
5
Istituto Nazionale di Statistica (ISTAT)
3
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
2
Tinbergen Instituut
2
Department of Economics and Finance, College of Business and Economics
1
Deutsche Bundesbank
1
Finance Discipline Group, Business School
1
Institute of Economic Research, Kyoto University
1
School of Business, Edith Cowan University
1
Wu, Mei Lan, Actuarial Studies, Australian School of Business, UNSW
1
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Working Papers in Economics
6
ISAE Working Papers
3
Risks : open access journal
3
Working papers in economics
3
Applied economics
2
Discussion paper / Tinbergen Institute
2
Documentos de Trabajo del ICAE
2
European journal of operational research : EJOR
2
Tinbergen Institute Discussion Paper
2
Tinbergen Institute Discussion Papers
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Computational management science
1
Discussion Paper Series 2
1
Discussion Paper Series 2: Banking and Financial Studies
1
Insurance / Mathematics & economics
1
Insurance : mathematics and economics
1
Journal of mathematical finance
1
Journal of the Operational Research Society
1
KIER Working Papers
1
Quantitative finance
1
Review of Derivatives Research
1
Review of derivatives research
1
Risks
1
Scandinavian actuarial journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Working Paper Series / Finance Discipline Group, Business School
1
Working paper
1
Working papers / School of Business, Edith Cowan University
1
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ECONIS (ZBW)
23
RePEc
18
EconStor
4
BASE
1
Showing
11
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20
of
46
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11
Flexible modelling of multivariate risks in pricing margin protection insurance : modelling portfolio risks with mixtures of mixtures
Moosavian, Seyyed Ali Zeytoon Nejad
;
Goodwin, Barry K.
- In:
Applied economics
53
(
2021
)
4
,
pp. 411-440
Persistent link: https://www.econbiz.de/10012416054
Saved in:
12
Dependence
modelling
in insurance via copulas with skewed generalised hyperbolic marginals
Alexeev, Vitali
;
Ignatieva, Ekaterina
;
Liyanage, Thusitha
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012507454
Saved in:
13
Mapping conditional scenarios for knowledge structuring in (tail) dependence elicitation
Werner, Christoph
;
Bedford, Tim
;
Quigley, John
- In:
Journal of the Operational Research Society
72
(
2021
)
4
,
pp. 889-907
Persistent link: https://www.econbiz.de/10012501001
Saved in:
14
Modelling an energy market with Bayesian networks for non-normal data
Vitale, Vincenzina
;
Musella, Flaminia
;
Vicard, Paola
; …
- In:
Computational management science
17
(
2020
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10012205993
Saved in:
15
Multivariate lifetime distributions for the exponential dispersion family
Alai, Daniel H.
- In:
Scandinavian actuarial journal
2019
(
2019
)
5
,
pp. 387-405
Persistent link: https://www.econbiz.de/10012194957
Saved in:
16
Risk Measurement and Risk Modelling using Applications of Vine Copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay K.
-
2014
mathematical tool which can be applied in the assessment of composite financial risk. Copula-based
dependence
modelling
is a …
Persistent link: https://www.econbiz.de/10010377220
Saved in:
17
Risk Measurement and risk modelling using applications of Vine Copulas
Allen, David Edmund
;
McAleer, Michael
;
Singh, Abhay K.
-
Facultad de Ciencias Económicas y Empresariales, …
-
2014
mathematical tool which can be applied in the assessment of composite financial risk. Copula-based
dependence
modelling
is a …
Persistent link: https://www.econbiz.de/10011079162
Saved in:
18
Risk Measurement and Risk Modelling using Applications of Vine Copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay K.
-
Tinbergen Instituut
-
2014
mathematical tool which can be applied in the assessment of composite financial risk. Copula-based
dependence
modelling
is a …
Persistent link: https://www.econbiz.de/10011272582
Saved in:
19
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
mathematical tool which can be applied in the assessment of composite financial risk. Copula-based
dependence
modelling
is a …
Persistent link: https://www.econbiz.de/10010349457
Saved in:
20
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
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