STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY

JOURNAL ARTICLE published May 2013 in ASTIN Bulletin

Authors: Paul Embrechts | Marius Hofert

STATISTICAL APPROACH FOR OPEN BONUS MALUS

JOURNAL ARTICLE published January 2014 in ASTIN Bulletin

Authors: Gracinda Rita Guerreiro | João Tiago Mexia | Maria de Fátima Miguens