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- Publisher Website: 10.1007/978-1-4614-0155-1_6
- Scopus: eid_2-s2.0-85028066122
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Book Chapter: Risk measures and dependence modeling
| Title | Risk measures and dependence modeling |
|---|---|
| Authors | |
| Issue Date | 2013 |
| Publisher | Springer |
| Citation | Risk Measures and Dependence Modeling. In Dionne, G (Ed.), Handbook of Insurance (Second edition), p. 135-165. New York: Springer, 2013 How to Cite? |
| Abstract | This chapter provides an introduction and overview about modeling risks in insurance and finance. Besides the problem of adequately modeling individual risks, modeling their possibly complicated interactions and dependencies is challenging from both a theoretical point of view and from practice. Well-known concepts to model risks are presented and their strengths and weaknesses discussed. |
| Persistent Identifier | http://hdl.handle.net/10722/325360 |
| ISBN |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Embrechts, Paul | - |
| dc.contributor.author | Hofert, Marius | - |
| dc.date.accessioned | 2023-02-27T07:31:51Z | - |
| dc.date.available | 2023-02-27T07:31:51Z | - |
| dc.date.issued | 2013 | - |
| dc.identifier.citation | Risk Measures and Dependence Modeling. In Dionne, G (Ed.), Handbook of Insurance (Second edition), p. 135-165. New York: Springer, 2013 | - |
| dc.identifier.isbn | 9781461401544 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/325360 | - |
| dc.description.abstract | This chapter provides an introduction and overview about modeling risks in insurance and finance. Besides the problem of adequately modeling individual risks, modeling their possibly complicated interactions and dependencies is challenging from both a theoretical point of view and from practice. Well-known concepts to model risks are presented and their strengths and weaknesses discussed. | - |
| dc.language | eng | - |
| dc.publisher | Springer | - |
| dc.relation.ispartof | Handbook of Insurance (Second edition) | - |
| dc.title | Risk measures and dependence modeling | - |
| dc.type | Book_Chapter | - |
| dc.description.nature | link_to_subscribed_fulltext | - |
| dc.identifier.doi | 10.1007/978-1-4614-0155-1_6 | - |
| dc.identifier.scopus | eid_2-s2.0-85028066122 | - |
| dc.identifier.spage | 135 | - |
| dc.identifier.epage | 165 | - |
| dc.publisher.place | New York | - |