Backtesting in Time Varying Extreme Value Copulas for Dependent Risks

Date

2020-04-28

Author

Yıldırım Külekci, Bükre
Kestel, Sevtap Ayşe
Karabey, Uğur

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URI

https://oica.univ-lyon1.fr/program/
https://hdl.handle.net/11511/80198

Conference Name

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

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Unverified, Conference / Seminar

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Citation Formats

B. Yıldırım Külekci, S. A. Kestel, and U. Karabey, “Backtesting in Time Varying Extreme Value Copulas for Dependent Risks,” presented at the Online International Conference inActuarial Science (OICA), 28 - 29 April 2020, Lyon, France, 2020, Accessed: 00, 2021. [Online]. Available: https://oica.univ-lyon1.fr/program/.