Dependence modelling in insurance and finance using copulas
Understanding and quantifying dependence is at the core of all modelling efforts in the areas of insurance and finance. Insurance and financial variables are usually non-normal and have excessive skewness and kurtosis. Therefore, the conventional linear regression models may not be suitable to use i...
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| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
2017
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| Online Access: | http://hdl.handle.net/10356/69657 |
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| Institution: | Nanyang Technological University |
| Language: | English |
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