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Document type:
Buchbeitrag 
Author(s):
Klüppelberg, C., and Stelzer, R. 
Title:
Dealing with dependent risks 
Pages contribution:
241-277 
Abstract:
In most real life situations we are not only confronted with one single source of risk or one single risk, but with several sources of risk or combinations of risks. An important question is whether individual risks influence each other or not. This may concern the time of their occurrence and/or their severity. In other words, we need to understand how to model and describe the dependence structure of risks. Clearly, if risks influence each other in such a way that they tend to occur together a...    »
 
Dewey Decimal Classification:
510 Mathematik 
Editor:
Klüppelberg, C., Straub, D., and Welpe, I. 
Book title:
Risk - A Multidisciplinary Introduction 
Publisher:
Springer 
Publisher address:
Heidelberg 
Year:
2014 
Reviewed:
ja 
Language:
en 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text 
CC license:
by, http://creativecommons.org/licenses/by/4.0