Demystifying copulas: An interactive lesson: Difference between revisions
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{{MHRA | |||
|Publication Year=2024 | |||
|Access=Open | |||
|Link=https://zenodo.org/records/12533412, https://doi.org/10.5281/zenodo.12533412 | |||
|Organisation(s)/Authors=John Hillier, Loughborough University | |||
|Description=An EXCEL-based exploration, creating your first copula in a step-by-step exercise. Then, using this to understand how correlation affects joint risk in multi-hazard / compound risk scenarios through simulation. | |||
|Key Words=Copula, Insurance, Risk correlation, Natural hazard, Dependency, Co-occurring hazards, Compound risk | |||
}} | |||
<div style="text-align:justify"> | <div style="text-align:justify"> | ||
'''Year of publication''': 2024 | '''Year of publication''': 2024 | ||
Revision as of 16:52, 25 March 2025
Publication Year: 2024
Access: Open
Link: https://zenodo.org/records/12533412, https://doi.org/10.5281/zenodo.12533412
Author(s):
Organisation(s)/Authors:
Description:
An EXCEL-based exploration, creating your first copula in a step-by-step exercise. Then, using this to understand how correlation affects joint risk in multi-hazard / compound risk scenarios through simulation.
Technical Considerations:
Key Words:
Copula, Insurance, Risk correlation, Natural hazard, Dependency, Co-occurring hazards, Compound risk
Year of publication: 2024
Access: Open
Link: https://zenodo.org/records/12533412, https://doi.org/10.5281/zenodo.12533412
Organisation(s) / Author(s): John Hillier, Loughborough Univeristy
Description:
An EXCEL-based exploration, creating your first copula in a step-by-step exercise. Then, using this to understand how correlation affects joint risk in multi-hazard / compound risk scenarios through simulation.
Technical considerations:
None
Keywords:
Copula, Insurance, Risk correlation, Natural hazard, Dependency, Co-occurring hazards, Compound risk