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subject:"Bankenaufsicht"
subject:"Welt"
~isPartOf:"Research in international business and finance"
~person:"Arab, Mounira Ben"
~subject:"Risikomodell"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
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Bankenaufsicht
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Risikomodell
D-Vine copula
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Dependence structure
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Monte-Carlo simulation
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Multivariate Verteilung
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Research in international business and finance
International journal of computational economics and econometrics
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Impact of dependence modeling of non-life insurance risks on capital requirement : D-Vine copula approach
Mejdoub, Hanène
;
Arab, Mounira Ben
- In:
Research in international business and finance
45
(
2018
),
pp. 208-218
Persistent link: https://www.econbiz.de/10011983230
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