Independence or ... copulas !: capturing the dependence among large losses using extreme-value copulas (2021)
- Authors:
- USP affiliated authors: CARVALHO, JOÃO VINÍCIUS DE FRANÇA - FEA ; ARAÚJO, THIAGO DUTRA DE - IME
- Unidades: FEA; IME
- Subjects: SEGUROS; ESTATÍSTICA E PROBABILIDADE
- Language: Inglês
- Imprenta:
- Publisher: EAC/FEA/USP
- Publisher place: São Paulo
- Date published: 2021
- Source:
- Título: Anais
- Conference titles: Congresso USP Controladoria e Contabilidade
-
ABNT
ARAÚJO, Thiago Dutra de e CARVALHO, João Vinicius de França. Independence or .. copulas !: capturing the dependence among large losses using extreme-value copulas. 2021, Anais.. São Paulo: EAC/FEA/USP, 2021. Disponível em: https://congressousp.fipecafi.org/anais/21UspInternational/ArtigosDownload/3055.pdf. Acesso em: 11 mar. 2026. -
APA
Araújo, T. D. de, & Carvalho, J. V. de F. (2021). Independence or .. copulas !: capturing the dependence among large losses using extreme-value copulas. In Anais. São Paulo: EAC/FEA/USP. Recuperado de https://congressousp.fipecafi.org/anais/21UspInternational/ArtigosDownload/3055.pdf -
NLM
Araújo TD de, Carvalho JV de F. Independence or .. copulas !: capturing the dependence among large losses using extreme-value copulas [Internet]. Anais. 2021 ;[citado 2026 mar. 11 ] Available from: https://congressousp.fipecafi.org/anais/21UspInternational/ArtigosDownload/3055.pdf -
Vancouver
Araújo TD de, Carvalho JV de F. Independence or .. copulas !: capturing the dependence among large losses using extreme-value copulas [Internet]. Anais. 2021 ;[citado 2026 mar. 11 ] Available from: https://congressousp.fipecafi.org/anais/21UspInternational/ArtigosDownload/3055.pdf - When theres no November rain: developing a parametric insurance for hydroelectric energy generators in Brazil
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