Modeling multivariate operational losses via copula-based distributions with g-and-h marginals.

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Bee, Marco; Hambuckers, Julien

2020

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https://hdl.handle.net/2268/257209

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Disciplines :

Quantitative methods in economics & management

Author, co-author :

Bee, Marco

Hambuckers, Julien ; Université de Liège - ULiège > HEC Liège : UER > UER Finance et Droit : Finance de Marché

Language :

English

Title :

Modeling multivariate operational losses via copula-based distributions with g-and-h marginals.

Publication date :

2020

Version :

July 2020

Source :

Available on ORBi :

since 22 February 2021

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