An Extension of Spatial Dependence Models for Estimating Short-Term Temperature Portfolio Risk
DOI10.1080/10920277.2018.1444496zbMath1416.91174OpenAlexW2801535338WikidataQ129908979 ScholiaQ129908979MaRDI QIDQ4689975
David Engler, Robert J. Erhardt
Publication date: 22 October 2018
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2018.1444496
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04)
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