An extension of spatial dependence models for estimating short-term temperature portfolio risk
Year of publication: |
2018
|
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Authors: | Erhardt, Robert ; Engler, David |
Published in: |
North American actuarial journal. - Philadelphia, Pa. : Taylor & Francis, ISSN 1092-0277, ZDB-ID 1380138-7. - Vol. 22.2018, 3, p. 473-490
|
Subject: | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Räumliche Interaktion | Spatial interaction | Schätztheorie | Estimation theory | Risikomaß | Risk measure | Risiko | Risk |
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