Copula inference for finance and insurance
dc.contributor.author
Costa Dias, Alexandra da
dc.contributor.supervisor
Embrechts, Paul
dc.contributor.supervisor
Gomes, M. Ivette
dc.contributor.supervisor
McNeil, Alexander J.
dc.date.accessioned
2017-06-13T04:32:47Z
dc.date.available
2017-06-13T04:32:47Z
dc.date.issued
2004
dc.identifier.uri
http://hdl.handle.net/20.500.11850/147995
dc.identifier.doi
10.3929/ethz-a-004701799
dc.format
application/pdf
dc.language.iso
en
dc.publisher
ETH Zürich
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
WAHRSCHEINLICHKEITSVERTEILUNGEN + WAHRSCHEINLICHKEITSDICHTEN (WAHRSCHEINLICHKEITSRECHNUNG)
dc.subject
STATISTISCHE ANALYSE UND INFERENZMETHODEN (MATHEMATISCHE STATISTIK)
dc.subject
RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG)
dc.subject
PROBABILITY DISTRIBUTIONS + PROBABILITY DENSITIES (PROBABILITY THEORY)
dc.subject
STATISTICAL ANALYSIS AND INFERENCE METHODS (MATHEMATICAL STATISTICS)
dc.subject
RISK THEORY (PROBABILITY THEORY)
dc.title
Copula inference for finance and insurance
dc.type
Doctoral Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.size
171 S.
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
ethz.notes
Diss., Mathematische Wissenschaften, Eidgenössische Technische Hochschule ETH Zürich, Nr. 15283, 2004.
ethz.identifier.diss
15283
ethz.identifier.nebis
004701799
ethz.publication.place
Zürich
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.date.deposited
2017-06-13T04:33:03Z
ethz.source
ECOL
ethz.identifier.importid
imp59366a79c5e2262770
ethz.ecolpid
eth:27099
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-17T10:20:28Z
ethz.rosetta.lastUpdated
2022-03-28T15:54:44Z
ethz.rosetta.versionExported
true
ethz.COinS
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Doctoral Thesis [28830]