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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Korrelation"
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Korrelation
Markov chain
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Asimit, Alexandru V.
1
Badila, E. S.
1
Barrio, Eustasio del
1
Beirlant, Jan
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Berentsen, Geir Drage
1
Boxma, Onno
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Insurance / Mathematics & economics
Journal of econometrics
108
Economics letters
96
Finance research letters
90
Economic modelling
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of forecasting
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ECONIS (ZBW)
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1
Recognizing and visualizing
copulas
: an approach using local Gaussian approximation
Berentsen, Geir Drage
;
Støve, Bård
;
Tjostheim, Dag
; …
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 90-103
Persistent link: https://www.econbiz.de/10010402717
Saved in:
2
Correlated intensity, counter party risks, and dependent mortalities
Ma, Jin
;
Yun, Youngyun
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 337-351
Persistent link: https://www.econbiz.de/10008747023
Saved in:
3
Tails of
correlation
mixtures of elliptical
copulas
Manner, Hans
;
Segers, Johan
- In:
Insurance / Mathematics & economics
48
(
2011
)
1
,
pp. 153-160
Persistent link: https://www.econbiz.de/10008839743
Saved in:
4
Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times
Badila, E. S.
;
Boxma, Onno
;
Resing, J. A. C.
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 48-61
Persistent link: https://www.econbiz.de/10010515929
Saved in:
5
Validation of positive quadrant dependence
Ledwina, Teresa
;
Wyłupek, Grzegorz
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 38-47
Persistent link: https://www.econbiz.de/10010385038
Saved in:
6
On inequalities for moments and the covariance of monotone functions
Schmidt, Klaus D.
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 91-95
Persistent link: https://www.econbiz.de/10010366203
Saved in:
7
Mean-variance asset-liability management with asset
correlation
risk and insurance liabilities
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 300-310
Persistent link: https://www.econbiz.de/10010469984
Saved in:
8
Capital allocation based on the tail covariance premium adjusted
Wang, Min
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 125-131
Persistent link: https://www.econbiz.de/10010402702
Saved in:
9
Asymptotic results for conditional measures of association of a random sum
Asimit, Alexandru V.
;
Chen, Yiqing
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 11-18
Persistent link: https://www.econbiz.de/10010484845
Saved in:
10
Correlation
order, merging and diversification
Dhaene, Jan
;
Denuit, Michel
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 325-332
Persistent link: https://www.econbiz.de/10009517561
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