Modeling multivariate time series with copulas : implications for pricing revenue insurance
Year of publication: |
2023
|
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Authors: | Duarte, Gislaine Vieira ; Ozaki, Vitor A. |
Published in: |
Revista brasileira de economia : RBE ; publicação de Fundação Getúlio Vargas. - Rio de Janeiro : Fundação Getúlio Vargas, ISSN 1806-9134, ZDB-ID 2105183-5. - Vol. 77.2023, Art.-No. e102023, p. 1-25
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Subject: | Three-dimensional parametric copulas | Agricultural risk management | Revenue insurance | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Agrarversicherung | Agricultural insurance | Zeitreihenanalyse | Time series analysis | Risikomanagement | Risk management |
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