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Modeling multivariate operational losses via copula-based distributions with g-and-h marginals.
Bee, Marco; Hambuckers, Julien
2020
 

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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
Available on ORBi :
since 22 February 2021

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