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dc.contributor.author
Arbenz, Philipp
dc.contributor.author
Hummel, Christoph
dc.contributor.author
Mainik, Georg
dc.date.accessioned
2017-06-10T02:00:20Z
dc.date.available
2017-06-10T02:00:20Z
dc.date.issued
2012-07
dc.identifier.issn
0167-6687
dc.identifier.issn
1873-5959
dc.identifier.other
10.1016/j.insmatheco.2012.03.009
dc.identifier.uri
http://hdl.handle.net/20.500.11850/51011
dc.language.iso
en
dc.publisher
Elsevier
dc.subject
Hierarchical risk aggregation
dc.subject
Copulas
dc.subject
High-dimensional dependence
dc.subject
Iman-Conover method
dc.title
Copula based hierarchical risk aggregation through sample reordering
dc.type
Journal Article
ethz.journal.title
Insurance. Mathematics & economics
ethz.journal.volume
51
ethz.journal.issue
1
ethz.pages.start
122
ethz.pages.end
133
ethz.notes
Received 25 November 2011, Revised 17 February 2012, Accepted 19 March 2012, Available online 28 March 2012.
ethz.identifier.wos
ethz.identifier.nebis
000014395
ethz.publication.place
Amsterdam
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)
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)
ethz.date.deposited
2017-06-10T02:00:33Z
ethz.source
ECIT
ethz.identifier.importid
imp59364f5f677bb85983
ethz.ecitpid
pub:83239
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-12T21:54:28Z
ethz.rosetta.lastUpdated
2018-10-01T17:24:16Z
ethz.rosetta.versionExported
true
ethz.COinS
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