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This is a preview. Log in through your library . Abstract We study the influence of nonlinear dependencies on a non-life insurer's risk and return profile. To achieve this, we integrate several copula ...

All too often, measuring statistical dependencies between financial time series is reduced to the study of a linear correlation coefficient. However, this may not capture all facets of reality. We ...

This paper presents a general framework based on copulas for modeling dependent multivariate uncertainties through the use of a decision tree. The proposed dependent decision tree model allows ...

Roula Khalaf, Editor of the FT, selects her favourite stories in this weekly newsletter. Never were truer words spoken of a mathematical formula. Out on Friday — some über-Geeky weekend reading for ...