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~isPartOf:"Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries"
~subject:"Aktienmarkt"
~subject:"Portfolio selection"
~subject:"Statistical distribution"
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Search: subject_exact:"Multivariate Verteilung"
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Aktienmarkt
Portfolio selection
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Multivariate Verteilung
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
Insurance / Mathematics & economics
50
Energy economics
23
Economic modelling
22
Applied economics
21
Journal of banking & finance
21
Risks : open access journal
20
The North American journal of economics and finance : a journal of financial economics studies
19
Finance research letters
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International review of financial analysis
17
European journal of operational research : EJOR
13
International review of economics & finance : IREF
13
SFB 649 discussion paper
13
Journal of empirical finance
12
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of risk and financial management : JRFM
10
Applied economics letters
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Discussion paper / Tinbergen Institute
9
The European journal of finance
9
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8
Research in international business and finance
8
Pacific-Basin finance journal
7
Discussion paper / Center for Economic Research, Tilburg University
6
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
6
International journal of forecasting
6
International journal of theoretical and applied finance
6
Journal of econometrics
6
Journal of international financial markets, institutions & money
6
CentER Discussion Paper Series
5
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
5
Financial markets and portfolio management
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Journal of multinational financial management
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Scandinavian actuarial journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of credit risk : published quarterly by Incisive Media
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Agricultural finance review
4
Astin bulletin : the journal of the International Actuarial Association
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1
Bayesian vine copulas for modelling dependence in data breach losses
Liu, Jacie Jia
;
Li, Jackie
;
Daly, Kevin James
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
2
,
pp. 401-424
Persistent link: https://www.econbiz.de/10013342189
Saved in:
2
mvClaim : an R package for multivariate general insurance claims severity modelling
Hu, Sen
;
Murphy, Thomas Brendan
;
O'Hagan, Adrian
- In:
Annals of actuarial science : publ. by the Institute of …
15
(
2021
)
2
,
pp. 441-457
Persistent link: https://www.econbiz.de/10012593588
Saved in:
3
On the use of Archimedean copulas for insurance modelling
Kularatne, Thilini Dulanjali
;
Li, Jackie
;
Pitt, David C.
- In:
Annals of actuarial science : publ. by the Institute of …
15
(
2021
)
1
,
pp. 57-81
Persistent link: https://www.econbiz.de/10012505597
Saved in:
4
Comparing the riskiness of dependent portfolios via nested L-statistics
Samanthi, Ranadeera G.M.
;
Wei, Wei
;
Brazauskas, Vytaras
- In:
Annals of actuarial science : publ. by the Institute of …
11
(
2017
)
2
,
pp. 213-236
Persistent link: https://www.econbiz.de/10011820567
Saved in:
5
Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas
Avanzi, Benjamin
;
Tao, Jamie
;
Wong, Bernard
;
Yang, Xinda
- In:
Annals of actuarial science : publ. by the Institute of …
10
(
2016
)
1
,
pp. 87-117
Persistent link: https://www.econbiz.de/10011554307
Saved in:
6
On a bivariate risk process with a dividend barrier strategy
Liu, Luyin
;
Cheung, Eric C. K.
- In:
Annals of actuarial science : publ. by the Institute of …
9
(
2015
)
1
,
pp. 3-35
Persistent link: https://www.econbiz.de/10011299206
Saved in:
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