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person:"Okhrin, Ostap"
~person:"Avanzi, Benjamin"
~person:"Billio, Monica"
~type_genre:"Aufsatz in Zeitschrift"
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Multivariate Analyse
5
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Okhrin, Ostap
Avanzi, Benjamin
Billio, Monica
McAleer, Michael
9
Hafner, Christian M.
8
Landsman, Zinoviy
7
Asai, Manabu
6
Furman, Edward
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Applied financial economics letters
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ECONIS (ZBW)
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Detection and treatment of outliers for multivariate robust loss reserving
Avanzi, Benjamin
;
Lavender, Mark
;
Taylor, Greg
;
Wong, …
- In:
Annals of actuarial science : publ. by the Institute of …
18
(
2024
)
1
,
pp. 102-125
Persistent link: https://www.econbiz.de/10014519971
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2
Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas
Avanzi, Benjamin
;
Tao, Jamie
;
Wong, Bernard
;
Yang, Xinda
- In:
Annals of actuarial science : publ. by the Institute of …
10
(
2016
)
1
,
pp. 87-117
Persistent link: https://www.econbiz.de/10011554307
Saved in:
3
Stochastic loss reserving with dependence : a flexible multivariate Tweedie approach
Avanzi, Benjamin
;
Taylor, Greg
;
Vu, Phuong Anh
;
Wong, …
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 63-78
Persistent link: https://www.econbiz.de/10011630609
Saved in:
4
On the structure and estimation of hierarchical Archimedean copulas
Okhrin, Ostap
;
Okhrin, Yarema
;
Schmid, Wolfgang
- In:
Journal of econometrics
173
(
2013
)
2
,
pp. 189-204
Persistent link: https://www.econbiz.de/10009711709
Saved in:
5
Flexible dynamic conditional correlation multivariate GARCH models for asset allocation
Billio, Monica
;
Caporin, Massimiliano
;
Gobbo, Michele
- In:
Applied financial economics letters
2
(
2006
)
2
,
pp. 123-130
Persistent link: https://www.econbiz.de/10003302525
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