Aggregation of dependent risks using the Koehler-Symanowski copula function (Q2575457)
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scientific article; zbMATH DE number 2237108
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| English | Aggregation of dependent risks using the Koehler-Symanowski copula function |
scientific article; zbMATH DE number 2237108 |
Statements
Aggregation of dependent risks using the Koehler-Symanowski copula function (English)
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9 December 2005
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asset returns
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IFM method
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measures of dependence
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minimum distance estimation
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skew distributions
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0.7199379205703735
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0.7149115204811096
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0.7106151580810547
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0.7067431211471558
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0.7056757807731628
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