A Note on Upper Tail Behavior of Liouville Copulas

Author： Hua Lei  

Publisher： MDPI

E-ISSN： 2227-9091|4|4|40-40

ISSN： 2227-9091

Source： Risks, Vol.4, Iss.4, 2016-11, pp. : 40-40

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

Application of Vine Copulas to Credit Portfolio Risk Modeling

By Geidosch Marco   Fischer Matthias  

Journal of Risk and Financial Management, Vol. 9, Iss. 2, 2016-06 ,pp. : 4-4

MDPI

Access to resources Recommend Favorite

Bayesian Inference for Latent Factor Copulas and Application to Financial Risk Forecasting

By Schamberger Benedikt   Gruber Lutz F.   Czado Claudia  

Econometrics, Vol. 5, Iss. 2, 2017-05 ,pp. : 21-21

MDPI

Access to resources Recommend Favorite

Tail Risk in Commercial Property Insurance

By Biffis Enrico   Chavez Erik  

Risks, Vol. 2, Iss. 4, 2014-09 ,pp. : 393-410

MDPI

Access to resources Recommend Favorite

Lambda Value at Risk and Regulatory Capital: A Dynamic Approach to Tail Risk

By Hitaj Asmerilda   Mateus Cesario   Peri Ilaria  

Risks, Vol. 6, Iss. 1, 2018-03 ,pp. : 17-17

MDPI

Access to resources Recommend Favorite

Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors

By Bernardi Mauro   Petrella Lea  

Journal of Risk and Financial Management, Vol. 8, Iss. 2, 2015-04 ,pp. : 198-226

MDPI

Access to resources Recommend Favorite