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person:"Romeike, Frank"
type_genre:"Aufsatz im Buch"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Acharya, Viral V."
~person:"Blackhurst, Jennifer"
~person:"Dolgui, Alexandre"
~person:"Eling, Martin"
~person:"Engle, Robert F."
~person:"Fabozzi, Frank J."
~person:"Parast, Mahour Mellat"
~person:"Sherris, Michael"
~source:"econis"
~subject:"Vine copula"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Guidebook"
~type_genre:"Konferenzschrift"
~type_genre:"Working Paper"
~type_genre:"Wörterbuch"
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Vine copula
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Romeike, Frank
Acharya, Viral V.
Blackhurst, Jennifer
Dolgui, Alexandre
Eling, Martin
Engle, Robert F.
Fabozzi, Frank J.
Parast, Mahour Mellat
Sherris, Michael
Jung, Kwangmin
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Insurance / Mathematics & economics
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Risk aggregation in non-life insurance : standard models vs. internal models
Eling, Martin
;
Jung, Kwangmin
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 183-198
Persistent link: https://www.econbiz.de/10012420134
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Copula approaches for modeling cross-sectional dependence of data breach losses
Eling, Martin
;
Jung, Kwangmin
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 167-180
Persistent link: https://www.econbiz.de/10011929865
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