Search Results - subject:"multivariate Distribution"

Three essays on health insurance arrangements among married couples

Zimmer, David M. - 2004

Persistent link: https://www.econbiz.de/10003550297

Mendes, Beatriz Vaz de Melo; Souza, Rafael Martins de - In: International review of financial analysis 13 (2004) 1, pp. 27-45

Persistent link: https://www.econbiz.de/10002066867

The Bernstein copula and its applications to modelling and approximations of multivariate distributions

Sancetta, Alessio; Satchell, Stephen - In: Econometric theory 20 (2004) 3, pp. 535-562

Persistent link: https://www.econbiz.de/10002068268

Measuring and optimizing portfolio credit risk : a Copula-based approach

Di Clemente, Annalisa; Romano, Claudio A. - In: Economic notes : economic review of Banca Monte dei … 33 (2004) 3, pp. 325-357

Persistent link: https://www.econbiz.de/10003690352

Copula Methods in Finance.

Cherubini, Umberto - 2004 - 1st ed.

Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It explains copulas by means of applications to major topics in derivative pricing and credit risk analysis. Examples include pricing of the main exotic derivatives...

Persistent link: https://www.econbiz.de/10012688406