Extreme Financial Risks

DOI10.1007/b138841zbMath1093.62098MaRDI QIDQ3379404

Publication date: 6 April 2006

Full work available at URL: https://doi.org/10.1007/b138841

measures of dependence; concordance measures; multivariate distribution of asset returns; collective extreme risks; dependence structure of asset returns; financial dependences with copulas; marginal distributions of returns; measuring extreme dependences

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

62-02: Research exposition (monographs, survey articles) pertaining to statistics

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