Statistical estimation for multivariate distributions encompasses a broad array of techniques designed to infer the joint behaviour of multiple variables. Parametric approaches such as maximum ...

Appropriate modeling of time-varying dependencies is very important for quantifying financial risk, such as the risk associated with a portfolio of financial assets. Most of the papers analyzing ...

We apply distortion functions to bivariate survival functions for nonnegative random variables. This leads to a natural extension of univariate distortion risk measures to the multivariate setting.

This course is compulsory on the BSc in Actuarial Science, BSc in Actuarial Science (with a Placement Year), BSc in Data Science, BSc in Economics and Data Science, BSc in Financial Mathematics and ...