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Marginals versus copulas : Which account for more model risk in multivariate risk forecasting?
Fritzsch, Simon
;
Timphus, Maike
;
Weiß, Gregor
- In:
Journal of banking and finance
158
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451960
Saved in:
2
Insurers' climate change risk management quality and natural disasters
Berry-Stölzle, Thomas
;
Fritzsch, Simon
;
Scharner, Philipp
- In:
The journal of risk & insurance
91
(
2024
)
2
,
pp. 263-298
Persistent link: https://www.econbiz.de/10014545181
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