Narrow search
Showing 1 - 10 of 24
Cover Image
Lower tail dependence for Archimedean copulas : characterizations and pitfalls
Charpentier, Arthur; Segers, Johan - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 525-532
Persistent link: https://www.econbiz.de/10003755787
Cover Image
Copula based hierarchical risk aggregation through sample reordering
Arbenz, Philipp; Hummel, Christoph; Mainik, Georg - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 122-133
Persistent link: https://www.econbiz.de/10009558243
Cover Image
Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian; Yang, Fan - In: Insurance / Mathematics & economics 64 (2015), pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
Cover Image
On multivariate extensions of the conditional value-at-risk measure
Di Bernardino, Elena; Fernández-Ponce, J. M.; … - In: Insurance / Mathematics & economics 61 (2015), pp. 1-16
Persistent link: https://www.econbiz.de/10010515946
Cover Image
A directional multivariate value at risk
Torres, Raúl; Lillo, Rosa E.; Laniado, Henry - In: Insurance / Mathematics & economics 65 (2015), pp. 111-123
Persistent link: https://www.econbiz.de/10011422886
Cover Image
Big assumptions for small samples in crop insurance
Hungerford, Ashley Elaine; Goodwin, Barry K. - In: Agricultural finance review 74 (2014) 4, pp. 477-491
Persistent link: https://www.econbiz.de/10011305891
Cover Image
Multi-population mortality models : a factor copula approach
Chen, Hua; MacMinn, Richard D.; Sun, Tao - In: Insurance / Mathematics & economics 63 (2015), pp. 135-146
Persistent link: https://www.econbiz.de/10011349844
Cover Image
The use of copulas in explaining crop yield dependence structures for use in geographic diversification
Larsen, Ryan; Mjelde, James W.; Klinefelter, Danny; … - In: Agricultural finance review 73 (2013) 3, pp. 469-492
Persistent link: https://www.econbiz.de/10010361577
Cover Image
Conditional copula simulation for systemic risk stress testing
Brechmann, Eike C.; Hendrich, Katharina; Czado, Claudia - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 722-732
Persistent link: https://www.econbiz.de/10010227893
Cover Image
Second order risk aggregation with the Bernstein copula
Coqueret, Guillaume - In: Insurance / Mathematics & economics 58 (2014), pp. 150-158
Persistent link: https://www.econbiz.de/10010437578