汽車車體損失險的預期損失與相依結構探討

The Expected Loss and Dependence Structure Analysis of Automobile Physical Damage Insurance

陳威宇(Wei-Yu Chen)

指導教授 ： 李沃牆

淡江大學/商學院/財務金融學系碩士班/碩士(2011年)

https://doi.org/10.6846/TKU.2011.01106

摘要

本篇摘要未授權

關鍵字

汽車車體損失險 ； 預期損失 ； 極端值 ； copula模型 ； 關連結構

並列摘要

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並列關鍵字

automobile physical damage insurance ； Expect shortfall ； Extreme value ； copula function ； Hill plot

參考文獻

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