Determination of Nonlinear Dependency on Solvency II Requirements using Copulas

Date

2016-05-19

Author

Hasgül, Etkin
Kestel, Sevtap Ayşe

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https://www.mathfinance.ma.tum.de/fileadmin/w00bgg/www/Konferenz__Copulas2016_/Book_of_abstracts.pdf
https://hdl.handle.net/11511/87474

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Citation Formats

E. Hasgül and S. A. Kestel, “Determination of Nonlinear Dependency on Solvency II Requirements using Copulas,” 2016, Accessed: 00, 2021. [Online]. Available: https://www.mathfinance.ma.tum.de/fileadmin/w00bgg/www/Konferenz__Copulas2016_/Book_of_abstracts.pdf.