SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
On the use of Archimedean copulas for insurance modelling
16 references·0 citing·37 second hop
On the use of Archimedean copulas for insurance modelling (2020)On the use of Archimedean copulas for ins…Analyzing Dependent Data with Vine Copulas (2019)Analyzing Dependent Data with…Principles of Copula Theory (2015)Principles of Copula TheoryDependence Modeling with Copulas (2014)Dependence Modeling with Copu…Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine (2013)Modeling Dependence with C- a…Tests of symmetry for bivariate copulas (2011)Tests of symmetry for bivaria…Goodness-of-fit tests for copulas: A review and a power study (2007)Goodness-of-fit tests for cop…Analysis of Financial Time Series (2006)Analysis of Financial Time Se…Modelling Dependence with Copulas and Applications to Risk Management (2003)Modelling Dependence with Cop…Analysis of Financial Time Series (2002)Analysis of Financial Time Se…A Class of Distortion Operators for Pricing Financial and Insurance Risks (2000)A Class of Distortion Operato…Fitting bivariate loss distributions with copulas (1999)Fitting bivariate loss distri…An Introduction to Copulas (1999)An Introduction to CopulasUnderstanding Relationships Using Copulas (1998)Understanding Relationships U…Annuity Valuation with Dependent Mortality (1996)Annuity Valuation with Depend…Techniques for Verifying the Accuracy of Risk Measurement Models (1995)Techniques for Verifying the …Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Statistical Inference Procedu…Extreme Values, Regular Variation and Point Processes (1987)Modelling of extremal events in insurance and finance (1994)The Copula-GARCH model of conditional dependencies: An international stock market application (2006)Measuring financial contagion: A Copula approach (2007)Green bond and financial markets: Co-movement, diversification and price spillover effects (2018)Copula Methods in Finance (2004)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (2010)A review of copula models for economic time series (2012)Is gold a safe haven or a hedge for the US dollar? Implications for risk management (2013)An Intertemporal Capital Asset Pricing Model (1973)The Pricing of Options and Corporate Liabilities (1973)The valuation of options for alternative stochastic processes (1976)Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (2006)Risk measures and comonotonicity (2006)Constructing Uncertainty Sets for Robust Linear Optimization (2009)Regression Towards Mediocrity in Hereditary Stature. (1886)A distribution-free approach to inducing rank correlation among input variables (1982)The Asymptotic Theory of Extreme Order Statistics (1990)On Default Correlation (2000)Copula Modeling: An Introduction for Practitioners (2007)Multivariate GARCH models: a surveyDistribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Modeling Ordered Choices (2010)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR (2012)Financial Network Systemic Risk Contributions (2014)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Introductory Econometrics for Finance (2008)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach (2019)A review and assessment of importance sampling methods for reliability analysis (2022)Multivariate Stochastic Volatility: A Review (2006)Metal volatility in presence of oil and interest rate shocks (2007)Modelling Nonlinear Economic Time Series (2010)
this work references cited by second hop

References

  • 1999An Introduction to Copulas7,743 cited
  • 1995Techniques for Verifying the Accuracy of Risk Measurement Models2,447 cited
  • 2006Analysis of Financial Time Series2,348 cited
  • 2014Dependence Modeling with Copulas1,564 cited
  • 2007Goodness-of-fit tests for copulas: A review and a power study1,321 cited
  • 1998Understanding Relationships Using Copulas1,258 cited
  • 1993Statistical Inference Procedures for Bivariate Archimedean Copulas1,252 cited
  • 2003Modelling Dependence with Copulas and Applications to Risk Management1,056 cited
  • 2002Analysis of Financial Time Series902 cited
  • 2000A Class of Distortion Operators for Pricing Financial and Insurance Risks650 cited
  • 2015Principles of Copula Theory640 cited
  • 2013Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine499 cited
  • 2019Analyzing Dependent Data with Vine Copulas315 cited
  • 1996Annuity Valuation with Dependent Mortality256 cited
  • 1999Fitting bivariate loss distributions with copulas237 cited
  • 2011Tests of symmetry for bivariate copulas

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

113 cited

Cited by

No citing works inside the corpus for this window.