Konu "Tail dependence" için Aktüerya Bilimleri Bölümü Tez Koleksiyonu listeleme
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Risk Measurement Using Time Varying Extreme Value Copulas
(Fen Bilimleri Enstitüsü, 2021)This thesis aims to estimate reliable risk measures by considering the dependent and heavy-tailed characteristics of the different insurance risk branches. Thus, it is aimed to model the skewed and heavy-tailed data more ...