Demystifying copulas: An interactive lesson: Difference between revisions

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

@@ Line 7: / Line 7: @@
 |Key Words=Copula, Insurance, Risk correlation, Natural hazard, Dependency, Co-occurring hazards, Compound risk
 }}
-<div style="text-align:justify">
-'''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
-</div>
-[[Category:Multi-hazard Risk Assessment]]