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Seismic risk management of insurance losses using extreme value theory and copula
8 references·1 citing·31 second hop
Seismic risk management of insurance losses using extreme value theory and copula (2013)Seismic risk management of insurance loss…Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Everything You Always Wanted …Quantitative Risk Management: Concepts, Techniques, and Tools (2006)Quantitative Risk Management:…Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (2006)Multivariate Extreme Value Th…Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database (2003)Generalized Pareto Fit to the…An Introduction to Statistical Modeling of Extreme Values (2002)An Introduction to Statistica…The financing of catastrophe risk (1999)The financing of catastrophe …Fitting bivariate loss distributions with copulas (1999)Fitting bivariate loss distri…4. Challenges Facing the Insurance Industry in Managing Catastrophic Risks (1999)4. Challenges Facing the Insu…Directional search algorithm for hierarchical model development and selection (2018)Directional search algorithm …On the Corporate Demand for Insurance: Evidence from the Reinsurance Market (1990)Innovative Financial Instruments for Natural Disaster Risk Management (2002)Assessing, Managing, and Financing Extreme Events: Dealing with Terrorism (2003)Residual Life Time at Great Age (1974)Modelling of extremal events in insurance and finance (1994)Modelling Extremal Events (1997)Non-life rate-making with Bayesian GAMs (2004)A robust estimator for the tail index of Pareto-type distributions (2007)Composite Lognormal–Pareto model with random threshold (2010)Annuity Valuation with Dependent Mortality (1996)Understanding Relationships Using Copulas (1998)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Goodness-of-fit tests for copulas: A review and a power study (2007)An Introduction to Copulas (1999)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Copula Methods in Finance (2004)Tails of multivariate Archimedean copulas (2009)Probit transformation for nonparametric kernel estimation of the copula density (2017)An Introduction to Statistical Modeling of Extreme Values (2001)WEALTH INEQUALITY: A SURVEY (2015)Quantification of Operational Risk: A Scenario-Based Approach (2016)A Probabilistic Framework for Bayesian Adaptive Forecasting of Project Progress (2007)The problem of model selection uncertainty in structural equation modeling. (2012)Risk and Reliability Analysis: Theory and Applications (2017)Basel Committee On Banking Supervision (2010)A critical review on supply chain risk – Definition, measure and modeling (2014)Multivariate Archimax copulas (2014)Bayesian analysis of loss reserving using dynamic models with generalized beta distribution (2013)Value-at-risk versus expected shortfall: A practical perspective (2004)Extreme events: dynamics, statistics and prediction (2011)Statistical Modeling of Spatial Extremes (2012)
this work references cited by second hop

References

  • 2006Quantitative Risk Management: Concepts, Techniques, and Tools2,014 cited
  • 2007Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask1,675 cited
  • 2002An Introduction to Statistical Modeling of Extreme Values1,323 cited
  • 1999Fitting bivariate loss distributions with copulas237 cited
  • 2003Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database91 cited
  • 19994. Challenges Facing the Insurance Industry in Managing Catastrophic Risks73 cited
  • 1999The financing of catastrophe risk60 cited
  • 2006Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk30 cited

Cited by

  • 2018Directional search algorithm for hierarchical model development and selection5 cited

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