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...
Saved in:
| 主要作者: | |
|---|---|
| 其他作者: | |
| 格式: | Theses and Dissertations |
| 語言: | English |
| 出版: |
2017
|
| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/69657 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|