Insurance : mathematics and economics-Número 1 37 2005

Publicación: Insurance : mathematics and economics

Número: Número 1 37 2005

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
In memory of Bruno Bassan : short biography and list of publications
Bivariate survival models with Clayton aging functions
Some notions of multivariate positive dependence
Discrete quasi-copulas
Copulas with fractal supports
Generalized diagonal band copulas
Case studies in multivariate-to-anything transforms for partially specified random vector generation
Estimating the tail-dependence coefficient : properties and pitfalls
Bivariate option pricing using dynamic copula models
Worst VaR scenarios
Bounds on the value-at-risk for the sum of possibly dependent risks