Bivariate copula trees for gross loss aggregation with positively dependent risks
Year of publication: |
2022
|
---|---|
Authors: | Wójcik, Rafał ; Liu, Charlie Wusuo |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 10.2022, 8, Art.-No. 144, p. 1-24
|
Subject: | gross loss | catastrophe insurance | copula-based risk aggregation | dependence | correlation | tail risk | financial terms | copula convolution | aggregate distribution | stop-loss order | comonotonic risk | Theorie | Theory | Risikomodell | Risk model | Multivariate Verteilung | Multivariate distribution | Statistische Verteilung | Statistical distribution | Risikomanagement | Risk management | Risikomaß | Risk measure | Aggregation |
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