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Publications by Kuhn, Gabriel

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Number of items: 6.

Paper

Klüppelberg, Claudia; Kuhn, Gabriel; Peng, Liang (2006): Multivariate Tail Copula: Modeling and Estimation. Collaborative Research Center 386, Discussion Paper 468 [PDF, 888kB]

Klüppelberg, Claudia; Kuhn, Gabriel; Peng, Liang (2006): Estimating Tail Dependence of Elliptical Distributions. Collaborative Research Center 386, Discussion Paper 470 [PDF, 327kB]

Klüppelberg, Claudia; Kuhn, Gabriel (2006): Copula Structure Analysis Based on Robust and Extreme Dependence Measures. Collaborative Research Center 386, Discussion Paper 507 [PDF, 393kB]

Kuhn, Gabriel (2005): Tails of Credit Default Portfolios. Collaborative Research Center 386, Discussion Paper 410 [PDF, 444kB]

Hsing, T.; Klüppelberg, Claudia; Kuhn, Gabriel (2004): Dependence Estimation and Visualization in Multivariate Extremes with Applications to Financial Data. Collaborative Research Center 386, Discussion Paper 374 [PDF, 736kB]

Hsing, T.; Klüppelberg, Claudia; Kuhn, Gabriel (2004): Modelling, Estimation and Visualization of Multivariate Dependence for Risk Management. Collaborative Research Center 386, Discussion Paper 375 [PDF, 555kB]

This list was generated on Fri Aug 14 00:58:32 2020 CEST.