Dependency between Risks and the Insurer’s Economic Capital: A Copula-based GARCH Model

  • Jeungbo Shim, Seung-Hwan Lee
  • Asia-Pacific Journal of Risk and Insurance, January 2017, De Gruyter
  • DOI: 10.1515/apjri-2016-0021

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http://dx.doi.org/10.1515/apjri-2016-0021

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