Pages that link to "Item:Q2670109"
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The following pages link to Risk aggregation and capital allocation using a new generalized Archimedean copula (Q2670109):
Displaying 13 items.
- Copula-based grouped risk aggregation under mixed operation. (Q265158) (← links)
- An approximation method for risk aggregations and capital allocation rules based on additive risk factor models (Q1742712) (← links)
- On the distribution of the (un)bounded sum of random variables (Q2276205) (← links)
- Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation (Q2443236) (← links)
- A note on allocation of portfolio shares of random assets with Archimedean copula (Q2449393) (← links)
- Second order risk aggregation with the Bernstein copula (Q2513630) (← links)
- Aggregation of dependent risks using the Koehler-Symanowski copula function (Q2575457) (← links)
- (Q5011444) (← links)
- A copula‐based risk aggregation model (Q5247415) (← links)
- Asymptotic results on tail moment for light-tailed risks (Q6152705) (← links)
- Risk aggregation with FGM copulas (Q6171947) (← links)
- Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)
- A new non-parametric estimation of the expected shortfall for dependent financial losses (Q6556777) (← links)
