Narrow search
Showing 1,011 - 1,020 of 735,602
Cover Image
Loan default correlation using an Archimedean copula approach : a case for recalibration
Fenech, Jean Pierre; Vosgha, Hamed; Shafik, Salwa - In: Economic modelling 47 (2015), pp. 340-354
Persistent link: https://www.econbiz.de/10011439450
Cover Image
Stress-testing for portfolios of commodity futures
Paraschiv, Florentina; Mudry, Pierre-Antoine; Andrieş, … - In: Economic modelling 50 (2015), pp. 9-18
Persistent link: https://www.econbiz.de/10011439604
Cover Image
Evaluating the default risk of bond portfolios with extreme value theory
Ma, Yong; Zhang, Zhengjun; Zhang, Weiguo; Xu, Weidong - In: Computational economics 45 (2015) 4, pp. 647-668
Persistent link: https://www.econbiz.de/10011440981
Cover Image
Parametric approximation formulas for the distributions of cost functionals in spatial stochastic networks
Neuhäuser, David - 2015
Persistent link: https://www.econbiz.de/10011442706
Cover Image
Multivariate frequency-severity regression models in insurance
Frees, Edward W.; Lee, Gee; Yang, Lu - In: Risks : open access journal 4 (2016) 1, pp. 1-36
literature for the marginal outcomes. This paper contributes to this body of literature by focusing on the use of a copula for …
Persistent link: https://www.econbiz.de/10011443697
Cover Image
Heavy tails and copulas : topics in dependence modelling in economics and finance
Ibragimov, Rustam Ju.; Prokhorov, Artem - 2017
Persistent link: https://www.econbiz.de/10011444599
Cover Image
Cost-offsets of prescription drug expenditures : data analysis via a copula-based bivariate dynamic hurdle model
Deb, Partha; Trivedi, Pravin K.; Zimmer, David M. - In: Health economics 23 (2014) 10, pp. 1242-1259
Persistent link: https://www.econbiz.de/10011308206
Cover Image
Economic analysis of the introduction of agricultural revenue insurance contracts in Spain using statistical copulas
Ahmed, Osama; Serra, Teresa - In: Agricultural economics : the journal of the … 46 (2015) 1, pp. 69-79
Persistent link: https://www.econbiz.de/10011312346
Cover Image
Copula-based factor model for credit risk analysis
Lu, Meng-Jou; Chen, Cathy Yi-Hsuan; Härdle, Karl Wolfgang - 2015 - This version: August 20, 2015
distribution properties. By extending a one-factor Gaussian copula model to make a more accurate default forecast, this paper …
Persistent link: https://www.econbiz.de/10011313568
Cover Image
Evidence on copula-based double-hurdle models with flexible margins
Schwiebert, Jörg - In: Empirical economics : a journal of the Institute for … 51 (2016) 1, pp. 245-289
Persistent link: https://www.econbiz.de/10011516004