Neumann Series on the Recursive Moments of Copula-Dependent Aggregate Discounted Claims

Author： Mohd Ramli Siti Norafidah   Jang Jiwook  

Publisher： MDPI

E-ISSN： 2227-9091|2|2|195-210

ISSN： 2227-9091

Source： Risks, Vol.2, Iss.2, 2014-05, pp. : 195-210

Access to resources Favorite

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Copula-Based Factor Models for Multivariate Asset Returns

By Ivanov Eugen   Min Aleksey   Ramsauer Franz  

Econometrics, Vol. 5, Iss. 2, 2017-05 ,pp. : 20-20

MDPI

Access to resources Recommend Favorite

The Realized Hierarchical Archimedean Copula in Risk Modelling

By Okhrin Ostap   Tetereva Anastasija  

Econometrics, Vol. 5, Iss. 2, 2017-06 ,pp. : 26-26

MDPI

Access to resources Recommend Favorite

On the Joint Analysis of the Total Discounted Payments to Policyholders and Shareholders: Dividend Barrier Strategy

By Cheung Eric C.K.   Liu Haibo   Woo Jae-Kyung  

Risks, Vol. 3, Iss. 4, 2015-11 ,pp. : 491-514

MDPI

Access to resources Recommend Favorite

Copula–Based vMEM Specifications versus Alternatives: The Case of Trading Activity

By Cipollini Fabrizio   Engle Robert F.   Gallo Giampiero M.  

Econometrics, Vol. 5, Iss. 2, 2017-04 ,pp. : 16-16

MDPI

Access to resources Recommend Favorite

Regime Switching Vine Copula Models for Global Equity and Volatility Indices

By Fink Holger   Klimova Yulia   Czado Claudia   Stöber Jakob  

Econometrics, Vol. 5, Iss. 1, 2017-01 ,pp. : 3-3

MDPI

Access to resources Recommend Favorite