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subject:"Portfolio-Management"
subject:"Theorie"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Baptista, Alexandre M."
~person:"Cossette, Hélène"
~subject:"Copulas"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
Theorie
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Risikomanagement
7
Risk management
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5
Risk
5
Theory
5
Multivariate Verteilung
4
Multivariate distribution
4
Portfolio selection
4
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Risk measure
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3
Risk measures
3
Statistical distribution
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Archimedean copulas
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Baptista, Alexandre M.
Cossette, Hélène
Mao, Tiantian
6
Marceau, Etienne
5
Tan, Ken Seng
5
Tang, Qihe
5
Cai, Jun
4
Cheung, Ka Chun
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Chi, Yichun
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Dhaene, Jan
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Hu, Taizhong
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Laeven, Roger J. A.
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Asimit, Alexandru V.
3
Boonen, Tim J.
3
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Furman, Edward
3
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Peters, Gareth W.
3
Shevchenko, Pavel V.
3
Tsanakas, Andreas
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Zhang, Yiying
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Badescu, Alexandru M.
2
Balbás de la Corte, Alejandro
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Balbás, Beatriz
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Chen Zhou
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Insurance / Mathematics & economics
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2
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Managerial and decision economics : MDE ; the international journal of research and progress in management economics
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ECONIS (ZBW)
6
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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:
6
TVaR-based capital allocation with copulas
Bargès, Mathieu
;
Cossette, Hélène
;
Marceau, Étienne
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 348-361
Persistent link: https://www.econbiz.de/10009517558
Saved in:
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