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Copulas, goodness-of-fit tests and measurement of stochastic dependencies before and during the financial crisis
Grundke, Peter; Dieckmann, Simone - In: Operations research proceedings 2010 : selected papers …, (pp. 105-110). 2011
Persistent link: https://www.econbiz.de/10009270873
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Credit models and the crisis : an overview
Brigo, Damiano; Pallavicini, Andrea; Torresetti, Roberto - In: Journal of risk management in financial institutions 4 (2010/11) 3, pp. 243-253
Persistent link: https://www.econbiz.de/10009271192
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Applying a factor copula to value basket credit linked notes with issuer default risk
Wu, Po-cheng - In: Finance research letters 7 (2010) 3, pp. 178-183
Persistent link: https://www.econbiz.de/10009272755
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Dependence analysis between foreign exchange rates : a semi-parametric copula approach
Azam, Kazim - 2014
Persistent link: https://www.econbiz.de/10010465712
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Bayesian inference for a semi-parametric copula-based Markov chain
Pitt, Mike; Azam, Kazim - 2014
Persistent link: https://www.econbiz.de/10010465715
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A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving
Peters, Gareth W.; Dong, Alice X. D.; Kohn, Robert - In: Insurance / Mathematics & economics 59 (2014), pp. 258-278
Persistent link: https://www.econbiz.de/10010470006
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Capital allocation in credit portfolios in a multi-period setting : a literature review and practical guidelines
Pfister, Tamara; Utz, Sebastian; Wimmer, Maximilian - In: Review of managerial science 9 (2015) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10010472490
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Multivariate GARCH and dynamic copula models for financial time series : with an application to emerging markets
Grziska, Martin - 2015 - 1. Aufl.
Persistent link: https://www.econbiz.de/10010488311
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Testing dependence between GDP and tourism's growth rates
Pérez Rodríguez, Jorge V.; Ledesma-Rodríguez, … - In: Tourism management : research, policies, practice 48 (2015), pp. 268-282
Persistent link: https://www.econbiz.de/10010508390
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Study of reliability measures of a local area network via copula linguistics approach
Rawal, D. K.; Ram, Mangey; Singh, V. V. - In: International journal of quality & reliability management 32 (2015) 1, pp. 97-111
Persistent link: https://www.econbiz.de/10010511344