Estimación del riesgo mediante el ajuste de cópulas
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References listed on IDEAS
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- Estefanía Alaminos & Mercedes Ayuso, 2015. "Methodological Approach of a Multiple State Actuarial Model for the Married - Widower case for the assessment of retirement and widowhood pensions," Working Papers 2015-04, Universitat de Barcelona, UB Riskcenter.
- Manuela Alcañiz & Aïda Solé-Auró, 2018. "Ageing and health-related quality of life: evidence from Catalonia (Spain)," Working Papers 2018-01, Universitat de Barcelona, UB Riskcenter.
More about this item
KeywordsDependence; copula; financial risk; Value-at-Risk; Tail Value-at-Risk;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-RMG-2015-02-28 (Risk Management)
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