Geographical Dependence in Disaster Risk Portfolio Management: Copula-Based Loss Modeling

Author:

Sun Yan,Sun Yan

Publisher

Elsevier BV

Reference41 articles.

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3. The effects of portfolio manipulation on earthquake portfolio loss estimates;P Bazzurro;Proceedings of the 10th international conference on applications of statistics and probability in civil engineering,2007

4. Multivariate statistical modelling of compound events via pair-copula constructions: analysis of floods in Ravenna (Italy);E Bevacqua;Hydrol. Earth Syst. Sci,2017

5. Tails Curtailed: Accounting for Nonlinear Dependence in Pricing Margin Insurance for Dairy Farmers;M Bozic;American Journal of Agricultural Economics,2014

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