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subject:"Portfolio-Management"
subject:"Theorie"
~accessRights:"restricted"
~person:"Cossette, Hélène"
~subject:"Copulas"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
Theorie
Copulas
Risikomanagement
5
Risk management
5
Portfolio selection
4
Risiko
4
Risk
4
Theory
4
Capital allocation
3
Multivariate Verteilung
3
Multivariate distribution
3
Risikomaß
3
Risk measure
3
Statistical distribution
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Statistische Verteilung
3
Archimedean copulas
2
Measurement
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Messung
2
Mixed Erlang distributions
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Probability theory
2
Risk measures
2
Stochastic process
2
Stochastischer Prozess
2
Wahrscheinlichkeitsrechnung
2
Aggregation strategy
1
Capital income
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Collective risk models
1
Common mixture representation
1
Counter-monotonicity
1
Dependence
1
Discrete-time risk models
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Diversification
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Diversification benefit
1
Diversifikation
1
Extreme negative dependence
1
Financial services
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Finanzdienstleistung
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Finanzmathematik
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Hierarchical Archimedean copulas
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Aufsatz in Zeitschrift
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Cossette, Hélène
Wang, Ruodu
14
Tan, Ken Seng
9
Boonen, Tim J.
8
Broll, Udo
7
Mao, Tiantian
7
Chen, An
6
Embrechts, Paul
6
Guillén, Montserrat
6
Hammoudeh, Shawkat
6
Hurlin, Christophe
6
Asimit, Alexandru V.
5
Bernard, Carole
5
Cai, Jun
5
Chi, Yichun
5
Fabozzi, Frank J.
5
Marceau, Etienne
5
Mensi, Walid
5
Migueis, Marco
5
Mitic, Peter
5
Rüschendorf, Ludger
5
Tang, Qihe
5
Yang, Fan
5
Belles-Sampera, Jaume
4
Brandtner, Mario
4
Cheng, T. C. E.
4
Denuit, Michel
4
Dionne, Georges
4
Feng, Runhuan
4
Furman, Edward
4
Gatzert, Nadine
4
Härdle, Wolfgang
4
Kang, Sang Hoon
4
Lazar, Emese
4
Liu, Fangda
4
Liu, Haiyan
4
Mitra, Sovan
4
Mora-Valencia, Andrés
4
Nguyen, Thai
4
Righi, Marcelo Brutti
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Insurance / Mathematics & economics
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ECONIS (ZBW)
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1
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
2
On sums of two counter-monotonic risks
Chaoubi, Ihsan
;
Cossette, Hélène
;
Gadoury, Simon-Pierre
; …
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 47-60
Persistent link: https://www.econbiz.de/10012242038
Saved in:
3
Ruin-based risk measures in discrete-time risk models
Cossette, Hélène
;
Marceau, Etienne
;
Trufin, Julien
; …
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 246-261
Persistent link: https://www.econbiz.de/10012294129
Saved in:
4
Collective risk models with dependence
Cossette, Hélène
;
Marceau, Etienne
;
Mtalai, Itre
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 153-168
Persistent link: https://www.econbiz.de/10012058960
Saved in:
5
Dependent risk models with Archimedean copulas : a computational strategy based on common mixtures and applications
Cossette, Hélène
;
Marceau, Etienne
;
Mtalai, Itre
; …
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 53-71
Persistent link: https://www.econbiz.de/10011825212
Saved in:
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