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Copula Inference for Finance and Insurance
Company: Swiss Federal Institute of Technology
Year Of Publication: 2004
Month Of Publication: January
Pages: 187
Download Count: 713
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Comment Num: 0
Language: EN
Source:
Who Can Read: Free
Date: 2-5-2006
Publisher: Administrator
Summary
This thesis describes models and inference methods for insurance and finance data by means of copulae. Starting from representative insurance and finance data, we look for appropriate copula models.
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Dias, Alexandra Sign in to follow this author
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