Quantifying the risk using copulae with nonparametric marginals
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Publication:2513617
DOI10.1016/j.insmatheco.2014.06.008zbMath1304.62127MaRDI QIDQ2513617
Zuhair Bahraoui, Manuel Artís, Catalina Bolancé
Publication date: 28 January 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.06.008
62G07: Density estimation
62P05: Applications of statistics to actuarial sciences and financial mathematics
62H05: Characterization and structure theory for multivariate probability distributions; copulas
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Cites Work
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