A Copula Approach to Test Asymmetric Information with Applications to Predictive Modeling
Year of publication: |
2011
|
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Authors: | Shi, Peng ; Valdez, Emiliano A. |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Prognoseverfahren | Forecasting model | Asymmetrische Information | Asymmetric information |
Extent: | 1 Online-Ressource (23 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Insurance: Mathematics and Economics Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 31, 2010 erstellt |
Classification: | D82 - Asymmetric and Private Information ; G22 - Insurance; Insurance Companies |
Source: | ECONIS - Online Catalogue of the ZBW |
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