Pages that link to "Item:Q5051173"
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The following pages link to COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS (Q5051173):
Displaying 10 items.
- Modeling dependence based on mixture copulas and its application in risk management (Q603180) (← links)
- Measuring exposure to dependence risk with random Bernstein copula scenarios (Q723986) (← links)
- Using copulae to bound the value-at-risk for functions of dependent risks (Q1424710) (← links)
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
- A new approach to measure systemic risk: a bivariate copula model for dependent censored data (Q2315658) (← links)
- On sums of dependent random lifetimes under the time-transformed exponential model (Q2677121) (← links)
- A new stochastic dominance criterion for dependent random variables with applications (Q2681456) (← links)
- Editorial to the special issue on copulae of statistics \& risk modeling (Q2871284) (← links)
- A note on the limiting behaviour of hazard rate functions of generalized mixtures (Q6073144) (← links)
- Simulations and predictions of future values in the time-homogeneous load-sharing model (Q6549152) (← links)
