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zbMath1413.62180MaRDI QIDQ3175706

Hui Wen Zou, Wen Chao

Publication date: 18 July 2018

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

backtesting catastrophe risk conditional VaR kernel density estimated test vine copula method

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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