A flexible approach to multivariate risk modelling with a new class of copulas.

被引:0
|
作者
van der Hoek, John
Sherris, Michael
机构
来源
INSURANCE MATHEMATICS & ECONOMICS | 2006年 / 39卷 / 03期
关键词
multivariate risk modelling;
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:398 / 399
页数:2
相关论文
共 50 条
  • [1] Tails of multivariate Archimedean copulas.
    Charpentier, Arthur
    Segers, Johan
    INSURANCE MATHEMATICS & ECONOMICS, 2006, 39 (03): : 412 - 412
  • [3] Events and copulas. An approach to a phenomenon of variation across Spanish dialects
    Escribano, Gonzalo
    ISOGLOSS OPEN JOURNAL OF ROMANCE LINGUISTICS, 2024, 10 (05):
  • [4] A class of multivariate copulas with bivariate Frechet marginal copulas
    Yang, Jingping
    Qi, Yongcheng
    Wang, Ruodu
    INSURANCE MATHEMATICS & ECONOMICS, 2009, 45 (01): : 139 - 147
  • [5] A class of multivariate copulas based on products of bivariate copulas
    Mazo, Gildas
    Girard, Stephane
    Forbes, Florence
    JOURNAL OF MULTIVARIATE ANALYSIS, 2015, 140 : 363 - 376
  • [6] Multivariate modelling of spatial extremes based on copulas
    Chan, Raymond K. S.
    So, Mike K. P.
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2018, 88 (12) : 2404 - 2424
  • [7] Supermodular dependence ordering on a class of multivariate copulas
    Wei, G
    Hu, TH
    STATISTICS & PROBABILITY LETTERS, 2002, 57 (04) : 375 - 385
  • [8] On New Types of Multivariate Trigonometric Copulas
    Chesneau, Christophe
    APPLIEDMATH, 2021, 1 (01): : 3 - 17
  • [9] A new class of bivariate copulas
    Rodríguez-Lallena, JA
    Ubeda-Flores, M
    STATISTICS & PROBABILITY LETTERS, 2004, 66 (03) : 315 - 325
  • [10] A Markov Kernel Approach to Multivariate Archimedean Copulas
    Kasper, Thimo M.
    Trutschnig, Wolfgang
    BUILDING BRIDGES BETWEEN SOFT AND STATISTICAL METHODOLOGIES FOR DATA SCIENCE, 2023, 1433 : 224 - 230