Modeling and Management of Nonlinear Dependencies-Copulas in Dynamic Financial Analysis

Author:

Eling Martin,Toplek Denis

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference68 articles.

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3. A Comparison of Risk-Based Capital Standards Under the Expected Policyholder Deficit and the Probability of Ruin Approaches;Barth;Journal of Risk and Insurance,2000

4. Berg, D. , and K. Aas , 2007, Models for Construction of Multivariate Dependence, Working Paper, Norwegian Computing Center.

5. Risk and Return: Underwriting, Investment, and Leverage;Bingham;Proceedings of the Casualty Actuarial Society,2000

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