Title: Beyond correlations: the use and abuse of copulas in economic capital calculations
Authors: Chernih, Andrew ×
Maj, Mateusz
Vanduffel, Steven #
Issue Date: 2007
Publisher: Koninklijke Vereniging van Belgische Actuarissen
Series Title: Belgian Actuarial Bulletin pages:1-5
ISSN: 1784-5742
VABB publication type: VABB-1
Publication status: published
KU Leuven publication type: AT
Appears in Collections:Department of Accountancy, Finance and Insurance (AFI), Leuven - miscellaneous
Research Center Insurance, Leuven
× corresponding author
# (joint) last author

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