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Credibility-Modelle und Copulas

In: Modellierung von Abhängigkeitsstrukturen durch Copulas

Author

Listed:
  • Klaus J. Schröter

    (Hochschule Kaiserslautern, Campus Zweibrücken, Fachbereich Betriebswirtschaft)

Abstract

Zusammenfassung In Teil III werden ausgewählte risikotheoretische Disziplinen und Modellbildungen vornehmlich in Hinblick auf etwaige Abhangigkeiten der zugrundeliegenden Zufallsvariablen analysiert. Die vielfach in Standardmodellen der Risikotheorie unterstellte Unabhängigkeit wird somit regelmäßig verworfen und hinterfragt sowie vielmehr nach handhabbaren Alternativen bei Abhängigkeit gesucht. Die aufkommenden Fragen und Problemstellungen bei diesen Untersuchungen sind etwa.

Suggested Citation

  • Klaus J. Schröter, 2022. "Credibility-Modelle und Copulas," Springer Books, in: Modellierung von Abhängigkeitsstrukturen durch Copulas, chapter 0, pages 225-241, Springer.
    • Handle: RePEc:spr:sprchp:978-3-662-65469-9_7
    DOI: 10.1007/978-3-662-65469-9_7
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