Dependency between Risks and the Insurer’s Economic Capital: A Copula-based GARCH Model
سال
: 2017شناسه الکترونیک: 10.1515/apjri-2016-0021
کالکشن
:
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آمار بازدید
Dependency between Risks and the Insurer’s Economic Capital: A Copula-based GARCH Model
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| contributor author | Jeungbo Shim | |
| contributor author | Seung-Hwan Lee | |
| date accessioned | 2020-03-15T09:52:31Z | |
| date available | 2020-03-15T09:52:31Z | |
| date issued | 2017 | |
| identifier other | w2qiHDPy0WUrFAcc8UU7Nb2DPzIz_6oiYSUPV7ECs2QoVAFwRo.pdf | |
| identifier uri | http://libsearch.um.ac.ir:80/fum/handle/fum/1912263 | |
| format | general | |
| language | English | |
| title | Dependency between Risks and the Insurer’s Economic Capital: A Copula-based GARCH Model | |
| type | Journal Paper | |
| contenttype | Fulltext | |
| contenttype | Fulltext | |
| identifier padid | 13381322 | |
| identifier doi | 10.1515/apjri-2016-0021 | |
| journal title | Asia-Pacific Journal of Risk and Insurance | |
| coverage | Academic | |
| journal volume | 11 | |
| journal issue | 1 | |
| filesize | 2839131 | |
| citations | 1 |