Demystifying copulas: An interactive lesson

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Revision as of 18:15, 25 June 2024 by Jkh34 (talk | contribs) (Created page with "<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 simulat...")
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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


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