Quantifying Risk using Copulae and Kernel Estimators

Doctoral thesis English OPEN
Bahraoui, Zuhair;
(2015)
  • Publisher: Universitat de Barcelona
  • Subject: Automobile insurance | Riesgo (Seguros) | Risc (Assegurances) | 36 | Risk (Insurance) | Ciències Jurídiques, Econòmiques i Socials | Seguros de automóviles | Assegurances d'automòbils

In this Thesis we addressed two very important themes related to quantitative risk management. On one hand, we provided relevant results about the analysis of extreme value distributions; on the other hand, we also presented different results concerning the dependence m... View more
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