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~institution:"Amsterdams Instituut voor ArbeidsStudies (AIAS), Universiteit van Amsterdam"
~institution:"Centre for the Study of African Economies (CSAE), Department of Economics"
~institution:"Department of Economics, Trinity College"
~institution:"HAL"
~source:"repec"
~subject:"heavy-tailed claim size distribution"
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Amsterdams Instituut voor ArbeidsStudies (AIAS), Universiteit van Amsterdam
Centre for the Study of African Economies (CSAE), Department of Economics
Department of Economics, Trinity College
HAL
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Impact of correlation crises in risk theory
Biard, Romain
;
Lefèvre, Claude
;
Loisel, Stéphane
-
HAL
-
2008
suddenly become strongly positively dependent. The impact of dependence and
non-stationarity
is analyzed and several concrete …
Persistent link: https://www.econbiz.de/10008790722
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