Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Strassburger, Doreen"'
In this paper we review Bernstein and grid-type copulas for arbitrary dimensions and general grid resolutions in connection with discrete random vectors possessing uniform margins. We further suggest a pragmatic way to fit the dependence structure of
Externí odkaz:
http://arxiv.org/abs/2010.15709
Autor:
Pfeifer, Dietmar1 (AUTHOR) dietmar.pfeifer@uni-oldenburg.de, Strassburger, Doreen1 (AUTHOR)
Publikováno v:
Scandinavian Actuarial Journal. Jan2008, Vol. 2008 Issue 1, p61-77. 17p. 11 Charts, 3 Graphs.
Autor:
Straßburger, Doreen
The paper gives a survey of the development status of the Solvency II process and compares several European standard models. Specific attention is given to the risk based German standard model developed by the GDV (German Insurance Association) and t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1443::4ec55d59839134f45651fb3862ed29f3
http://oops.uni-oldenburg.de/51/
http://oops.uni-oldenburg.de/51/
Publikováno v:
Zeitschrift für die gesamte Versicherungswissenschaft; Dec2012, Vol. 101 Issue 5, p581-595, 15p
Autor:
Straßburger, Doreen
Publikováno v:
Zeitschrift für die gesamte Versicherungswissenschaft; Jan2007 Supplement, Vol. 96, p1-20, 20p