Demystifying copulas: An interactive lesson: Difference between revisions
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'''Organisation(s) / Author(s)''': John Hillier, Loughborough Univeristy | '''Organisation(s) / Author(s)''': John Hillier, Loughborough Univeristy | ||
'''Description''' | '''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. | 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''' | '''Technical considerations:''' | ||
None | None | ||
'''Keywords''' | '''Keywords:''' | ||
Copula, Insurance, Risk correlation, Natural hazard, Dependency, Co-occurring hazards, Compound risk | Copula, Insurance, Risk correlation, Natural hazard, Dependency, Co-occurring hazards, Compound risk | ||
Revision as of 09:27, 26 June 2024
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