Pages that link to "Item:Q723986"
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The following pages link to Measuring exposure to dependence risk with random Bernstein copula scenarios (Q723986):
Displaying 4 items.
- Generating unfavourable VaR scenarios under Solvency II with patchwork copulas (Q2063751) (← links)
- A new approach to measure systemic risk: a bivariate copula model for dependent censored data (Q2315658) (← links)
- Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility (Q6556122) (← links)
- Bernstein copula characteristic function (Q6588678) (← links)