Backtesting in Time Varying Extreme Value Copulas for Dependent Risks


YILDIRIM KÜLEKCİ B., KESTEL A. S., KARABEY U.

Online International Conference inActuarial Science (OICA), Lyon, France, 28 - 29 April 2020

  • Publication Type: Conference Paper / Summary Text
  • City: Lyon
  • Country: France
  • Middle East Technical University Affiliated: Yes