JASA

A factor-copula latent-vine time series model for extreme flood insurance losses

Authors
Xiaoting Li Harry Joe Christian Genest
Research Topics
Time Series
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Paper Information
  • Journal:
    Journal of the American Statistical Association
  • DOI:
    10.1080/01621459.2025.2579953
  • Added to Tracker:
    Nov 15, 2025
Author Details
Xiaoting Li
Author
Harry Joe
Author
Christian Genest
Author
Research Topics & Keywords
Time Series
Research Area
Citation Information
APA Format
Xiaoting Li , Harry Joe & Christian Genest . A factor-copula latent-vine time series model for extreme flood insurance losses. Journal of the American Statistical Association , 10.1080/01621459.2025.2579953.
BibTeX Format
@article{paper589,
  title = { A factor-copula latent-vine time series model for extreme flood insurance losses },
  author = { Xiaoting Li and Harry Joe and Christian Genest },
  journal = { Journal of the American Statistical Association },
  doi = { 10.1080/01621459.2025.2579953 },
  url = { https://www.tandfonline.com/doi/full/10.1080/01621459.2025.2579953 }
}
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