The following pages link to Risk aggregation with FGM copulas (Q6171947):
Displaying 8 items.
- Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (Q746883) (← links)
- Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation (Q2443236) (← links)
- Risk aggregation and capital allocation using a new generalized Archimedean copula (Q2670109) (← links)
- (Q5011444) (← links)
- The topological structures of the spaces of diagonal and opposite diagonal functions with the uniform metric (Q6191225) (← links)
- A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions (Q6200934) (← links)
- The topological space of Schur-concave copulas is homeomorphic to the Hilbert cube (Q6571158) (← links)
- A new family of copulas based on probability generating functions (Q6610434) (← links)
