Copula based hierarchical risk aggregation through sample reordering
Year of publication: |
2012
|
---|---|
Authors: | Arbenz, Philipp ; Hummel, Christoph ; Mainik, Georg |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 51.2012, 1, p. 122-133
|
Subject: | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Stichprobenerhebung | Sampling | Aggregation | Risikomanagement | Risk management |
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