scientific article; zbMATH DE number 7247981

zbMath1441.62121MaRDI QIDQ5120717

Emel Kizilok Kara, Kubra Durukan, H. Hasan Örkcü

Publication date: 16 September 2020

Full work available at URL: https://dergipark.org.tr/en/pub/ijtsa/issue/52037/522608

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zbMATH Keywords

dependencebivariate utility functionbivariate risk aversionrisk premium vectorutility copula

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Risk models (general) (91B05)

Related Items (1)

The design of multiple crop insurance in Indonesia based on revenue risk using the copula model approach

Cites Work

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• Multivariate risk aversion with applications
• A Matrix Measure of Multivariate Local Risk Aversion
• Portfolio optimization of dynamic Copula models for dependent financial data using change point approach
• Utility Copula Functions Matching All Boundary Assessments
• Risk Aversion in the Small and in the Large

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