Using copulas for rating weather index insurance contracts

DOI10.1080/02664763.2017.1420146OpenAlexW2783355012MaRDI QIDQ5036335

Raushan Bokusheva

Publication date: 23 February 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2017.1420146

zbMATH Keywords

copulasagricultureindex-based insuranceextreme dependence modeling

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cites Work

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• Goodness-of-fit tests for copulas: A review and a power study
• An introduction to copulas.
• On dependence consistency of CoVaRand some other systemic risk measures

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