Copulas in Insurance

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Author
Embrechts, Paul
Chavez-Demoulin, Valérie
Date
2010
Type
  • Book Chapter
Publication status
published
External links
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Editor
Cont, Rama
Book title
Encyclopedia of quantitative finance
Pages / Article No.
379 - 382
Publisher
Chichester
Subject
comonotonicity; countermonotonicity; copula; Hoeffding's theorem; rank correlations; ruin theory; Sklar's theorem; subexponentiality
Organisational unit
03288 - Embrechts, Paul  
Notes
Published online 15 May 2010.
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