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Dokumenttyp:
Zeitschriftenaufsatz 
Autor(en):
Mai, J.-F.; Scherer, M 
Nicht-TUM Koautoren:
nein 
Kooperation:
Titel:
What makes dependence modeling challenging? Pitfalls and ways to circumvent them 
Abstract:
We present a list of challenges one faces when given the task of modeling dependence between stochastic objects, with a special focus on financial applications. Our aim is to draw the readers’ attention to common (and not so common) pitfalls and fallacies, and we particularly address readers who are new to dependence modeling. The presented list of challenges is clearly not complete, but it gives a flavor of how difficult and subtle the task of dependence modeling can be. Moreover, the readers s...    »
 
Intellectual Contribution:
Contribution to Practice 
Zeitschriftentitel:
Statistics and Risk Modeling 
Jahr:
2013 
Band / Volume:
30 
Heft / Issue:
Seitenangaben Beitrag:
287–306 
Reviewed:
ja 
Sprache:
en 
Verlag / Institution:
Oldenbourg Wissenschaftsverlag 
Verlagsort:
München 
Status:
Verlagsversion / published 
TUM Einrichtung:
Lehrstuhl für Finanzmathematik 
Format:
Text 
Key publication:
Nein 
Peer reviewed:
Ja 
International:
Ja 
Book review:
Nein 
commissioned:
not commissioned 
Professional Journal:
Ja