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Paths and indices of maximal tail dependence
Furman, Edward; Su, Jianxi; Zitikis, Ričardas - In: Astin bulletin : the journal of the International … 45 (2015) 3, pp. 661-678
Persistent link: https://www.econbiz.de/10011397592
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Beyond the pearson correlation : heavy-tailed risks, weighted gini correlations, and a Gini-type weighted insurance pricing model
Furman, Edward; Zitikis, Ričardas - In: Astin bulletin : the journal of the International … 47 (2017) 3, pp. 919-942
Persistent link: https://www.econbiz.de/10011763689
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A form of multivariate pareto distribution with applications to financial risk measurement
Su, Jianxi; Furman, Edward - In: Astin bulletin : the journal of the International … 47 (2017) 1, pp. 331-357
Persistent link: https://www.econbiz.de/10011671067