Copula inference for finance and insurance

By Alexandra Dias. 2004

50 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/2a1690c2467d05dabffc52354df54f92e61bea8d

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Wenliang Liu
2. Xiongfei Liu
3. Guang Yang
4. Shixing Wang
5. Yi Zhou
6. Futao Wang

Citations in the corpus

• Spatial analysis of meteorological drought return periods in China using Copulas (2015, background): “Copula was initially introduced in insurance and finance context to explore abnormally high risks, and was then developed for use in hydrological research to analyze flood risks (da Costa Dias 2004; Favre et al. 2004).”