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"Estimation of Value-at-Risk Using Mixture Copula Model for Heavy-Tailed ..."

Sabyasachi Guharay, KC Chang, Jie Xu (2018)

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DOI: 10.23919/ICIF.2018.8455843

access: closed

type: Conference or Workshop Paper

metadata version: 2021-09-01

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  dblp key:
  - conf/fusion/GuharayCX18
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Sabyasachi Guharay, KC Chang, Jie Xu:
Estimation of Value-at-Risk Using Mixture Copula Model for Heavy-Tailed Operational Risk Losses in Financial, Insurance & Climatological Data. FUSION 2018: 2330-2337

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