The Kendall distribution and multivariate risks

Conference proceeding

Peer reviewed

Proceedings of the 48th Scientific Meeting of the Italian Statistical Society

48th Scientific Meeting of the Italian Statistical Society (Salerno, 08/06/2016 - 10/06/2016)

2016

Handle:

https://hdl.handle.net/10863/3178

Abstract

Quantitative methods and economic modeling

Copulas

Quantitative risk management

Title: The Kendall distribution and multivariate risks
Creators: Fabrizio Durante
Publication Details: Proceedings of the 48th Scientific Meeting of the Italian Statistical Society
Editor(s): Pratesi M, Perna C
ISBN: 9788861970618
Conference: 48th Scientific Meeting of the Italian Statistical Society (Salerno, 08/06/2016 - 10/06/2016)
Publisher: University of Salerno
Format: CDROM
Number of pages: 5
Identifiers: 9788861970618
(UNIBZ)20314372
991005772666701241
Scopus ID: n.a.
Academic Unit: Faculty of Economics and Management
Language: English
Resource Type: Conference proceeding
Author Names String: Durante F
Additional Description: srcEditors: Pratesi M, Perna C
Projected: 3879
unibz-area: Quantitative methods and economic modeling
ERC: Statistics
ERCCODE: PE1_14
MIURSSD: Statistica
MIURSSDCODE: SECS-S/01

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