scientific article
From MaRDI portal
Publication:2890526
DOI10.2143/AST.41.2.2136989zbMath1242.91088MaRDI QIDQ2890526
Luke C. Cassar, Benjamin Avanzi, Bernard Wong
Publication date: 11 June 2012
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Financial and insurance mathematics (aspects of mathematics education) (97M30)
Related Items (8)
Bayesian optimal investment and reinsurance with dependent financial and insurance risks ⋮ SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH ⋮ Remarks on composite Bernstein copula and its application to credit risk analysis ⋮ On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading ⋮ Nonparametric low-frequency Lévy copula estimation in a general framework ⋮ Bernstein Copulas and Composite Bernstein Copulas ⋮ Series representations for multivariate time-changed Lévy models ⋮ On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
This page was built for publication: