Narrow search
Showing 1 - 10 of 25,401
Cover Image
Risk aggregation with FGM copulas
Blier-Wong, Christopher; Cossette, Hélène; Marceau, … - In: Insurance / Mathematics & economics 111 (2023), pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Cover Image
A new view of risk contagion by decomposition of dependence structure : Empirical analysis of Sino-US stock markets
Zheng, Yanting; Luan, Xin; Xin, Lu; Liu, Jiaming - In: International review of financial analysis 90 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014470629
Cover Image
Risk aggregation with copula for banking industry
Yoshiba, Toshinao - 2015
Persistent link: https://www.econbiz.de/10011375924
Cover Image
Dependent metaverse risk forecasts with heteroskedastic models and ensemble learning
Syuhada, Kreshna; Tjahjono, Venansius; Hakim, Arief - In: Risks : open access journal 11 (2023) 2, pp. 1-25
cryptocurrency investment strategies, portfolio allocation, and decision-making, particularly during extremely negative shocks. …
Persistent link: https://www.econbiz.de/10014234332
Cover Image
Remarks on a copula-based conditional value at risk for the portfolio problem
Molina Barreto, Andres Mauricio; Ishimura, Naoyuki - In: Intelligent systems in accounting, finance & management 30 (2023) 3, pp. 150-170
Persistent link: https://www.econbiz.de/10014375330
Cover Image
Asymmetries in risk spillovers between currency and stock markets : evidence from the CoVaR-copula approach
Wang, Yi-Chiuan; Lai, Yi-hao; Wu, Jyh-lin - In: Review of quantitative finance and accounting 63 (2024) 3, pp. 1083-1119
Persistent link: https://www.econbiz.de/10015178475
Cover Image
Stochastic orders and distortion risk contribution ratio measures
Zhang, Yiying - In: Insurance : mathematics and economics 118 (2024), pp. 104-122
Persistent link: https://www.econbiz.de/10015067027
Cover Image
Regional air quality conformity in transportation networks with stochastic dependencies : a theoretical Copula-based model
Ng, ManWo; Lo, Hong K. - In: Networks and spatial economics : a journal of … 13 (2013) 4, pp. 373-397
Persistent link: https://www.econbiz.de/10010226738
Cover Image
Model uncertainty and VaR aggregation
Embrechts, Paul; Puccetti, Giovanni; Rüschendorf, Ludger - In: Journal of banking & finance 37 (2013) 8, pp. 2750-2764
Persistent link: https://www.econbiz.de/10009776377
Cover Image
On the distribution of sums of random variables with copula-induced dependence
Gijbels, Irène; Herrmann, Klaus - In: Insurance / Mathematics & economics 59 (2014), pp. 27-44
Persistent link: https://www.econbiz.de/10010469189