Narrow search
Showing 1 - 4 of 4
Cover Image
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals
Bee, Marco; Hambuckers, Julien - In: The journal of operational risk 17 (2022) 1, pp. 81-111
Persistent link: https://www.econbiz.de/10014546257
Cover Image
Modelling credit default swap spreads by means of normal mixtures and copulas
Bee, Marco - In: Applied mathematical finance 11 (2004) 2, pp. 125-146
Persistent link: https://www.econbiz.de/10002085490
Cover Image
Adaptive importance sampling for simulating copula-based distributions
Bee, Marco - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 237-245
Persistent link: https://www.econbiz.de/10008989334
Cover Image
Extremal connectedness of hedge funds
Mhalla, Linda; Hambuckers, Julien; Lambert, Marie - In: Journal of applied econometrics 37 (2022) 5, pp. 988-1009
Persistent link: https://www.econbiz.de/10013464644