Michel Dacorogna, Tail-Dependence an Essential Factor for
Michel Dacorogna, Tail-Dependence an Essential Factor for
Michel Dacorogna, Tail-Dependence an Essential Factor for
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Further researchDevelop the empirical exploration of dependencesAnalyze retarded dependences: causal relationsPursue the study of the influence of the hierarchical tree ontotal RAC with more br<strong>an</strong>ches <strong>an</strong>d depthApply the PrObEx methodology <strong>for</strong> all the modeled insur<strong>an</strong>cerisksExplore <strong>an</strong>alytical solutions <strong>for</strong> risk aggregation with copuladependence<strong>Tail</strong> <strong>Dependence</strong><strong>Michel</strong> M. <strong>Dacorogna</strong>ETH Risk Center Workshop, Oct. 25-26, 201251
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