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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"The journal of operational risk"
~subject:"Multivariate Verteilung"
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Multivariate Verteilung
Risk management
358
Risikomanagement
357
Theorie
189
Theory
189
Risiko
130
Risk
130
Risk measure
121
Risikomaß
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operational risk
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Multivariate distribution
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Cossette, Hélène
4
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Yang, Fan
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Abbate, Donato
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Insurance / Mathematics & economics
The journal of operational risk
Energy economics
9
Journal of risk and financial management : JRFM
7
Risks : open access journal
7
International review of financial analysis
6
Journal of banking & finance
6
Journal of risk
6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics
5
Economic modelling
5
Astin bulletin : the journal of the International Actuarial Association
4
The European journal of finance
4
Agricultural finance review
3
Discussion paper
3
Finance and stochastics
3
Finance research letters
3
International journal of theoretical and applied finance
3
International review of economics & finance : IREF
3
Journal of risk management in financial institutions
3
Quantitative finance
3
Review of quantitative finance and accounting
3
Risiko-Manager
3
SFB 649 discussion paper
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Computational economics
2
Computers & operations research : and their applications to problems of world concern ; an international journal
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Emerging markets review
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European journal of operational research : EJOR
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Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
International journal of finance & economics : IJFE
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International journal of forecasting
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Journal of empirical finance
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Macroeconomics and finance in emerging market economies
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Pacific-Basin finance journal
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Revista brasileira de economia : RBE ; publicação de Fundação Getúlio Vargas
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Robustness in econometrics
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SpringerLink / Bücher
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The journal of futures markets
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ECONIS (ZBW)
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1
Lower tail dependence for Archimedean copulas : characterizations and pitfalls
Charpentier, Arthur
;
Segers, Johan
- In:
Insurance / Mathematics & economics
40
(
2007
)
3
,
pp. 525-532
Persistent link: https://www.econbiz.de/10003755787
Saved in:
2
Operational risk quantification using extreme value theory and copulas : from theory to practice
Gourier, Elise
;
Farkas, Walter
;
Abbate, Donato
- In:
The journal of operational risk
4
(
2009/10
)
3
,
pp. 3-26
Persistent link: https://www.econbiz.de/10003900825
Saved in:
3
A copula-based simulation model for supply portfolio risk
Sak, Halis
;
Haksöz, Çağrı
- In:
The journal of operational risk
6
(
2011
)
3
,
pp. 15-38
Persistent link: https://www.econbiz.de/10009374121
Saved in:
4
Copula based hierarchical risk aggregation through sample reordering
Arbenz, Philipp
;
Hummel, Christoph
;
Mainik, Georg
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 122-133
Persistent link: https://www.econbiz.de/10009558243
Saved in:
5
Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian
;
Yang, Fan
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
Saved in:
6
On multivariate extensions of the conditional value-at-risk measure
Di Bernardino, Elena
;
Fernández-Ponce, J. M.
; …
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010515946
Saved in:
7
A directional multivariate value at risk
Torres, Raúl
;
Lillo, Rosa E.
;
Laniado, Henry
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 111-123
Persistent link: https://www.econbiz.de/10011422886
Saved in:
8
Multi-population mortality models : a factor copula approach
Chen, Hua
;
MacMinn, Richard D.
;
Sun, Tao
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 135-146
Persistent link: https://www.econbiz.de/10011349844
Saved in:
9
Conditional copula simulation for systemic risk stress testing
Brechmann, Eike C.
;
Hendrich, Katharina
;
Czado, Claudia
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 722-732
Persistent link: https://www.econbiz.de/10010227893
Saved in:
10
Second order risk aggregation with the Bernstein copula
Coqueret, Guillaume
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 150-158
Persistent link: https://www.econbiz.de/10010437578
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