Large scale extreme risk assessment using copulas: an application to drought events under climate change for Austria

DOI10.1007/s10287-018-0339-4OpenAlexW2904994916WikidataQ128710056 ScholiaQ128710056MaRDI QIDQ2010376

Kadri Silm, Anna Timonina-Farkas, Stefan Hochrainer-Stigler, Juraj Balkovič

Publication date: 27 November 2019

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-018-0339-4

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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Cites Work

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• Vines -- a new graphical model for dependent random variables.
• Uncertainty Analysis with High Dimensional Dependence Modelling
• Copula dynamics in CDOs

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