Pages that link to "Item:Q603180"
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The following pages link to Modeling dependence based on mixture copulas and its application in risk management (Q603180):
Displaying 9 items.
- Estimating value at risk of portfolio by conditional copula-GARCH method (Q659148) (← links)
- A new algorithm based on copulas for VaR valuation with empirical calculations (Q883999) (← links)
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
- A study of bivariate generalized Pareto distribution and its dependence structure among model parameters (Q2061759) (← links)
- Distorted mix method for constructing copulas with tail dependence (Q2513443) (← links)
- Aggregation of dependent risks using the Koehler-Symanowski copula function (Q2575457) (← links)
- Risk analysis of investment portfolio based on mixture copula (Q2824946) (← links)
- (Q5125155) (← links)
- Inference for accelerated bivariate dependent competing risks model based on Archimedean copulas under progressive censoring (Q6192309) (← links)