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Dealing with Dependent Risks - MaRDI portal

Dealing with Dependent Risks

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Publication:5165623

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DOI10.1007/978-3-319-04486-6_9zbMath1295.91054OpenAlexW203173989MaRDI QIDQ5165623

Claudia Klüppelberg, Robert Stelzer

Publication date: 30 June 2014

Published in: Risk - A Multidisciplinary Introduction (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-04486-6_9

zbMATH Keywords

copula correlation risk measure rank correlation extreme dependence

Mathematics Subject Classification ID

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