Pages that link to "Item:Q849598"
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The following pages link to Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence (Q849598):
Displaying 13 items.
- Pricing \(k\)th realization derivatives and collateralized debt obligation with multivariate Fréchet copula (Q335566) (← links)
- A class of multivariate copulas with bivariate Fréchet marginal copulas (Q659106) (← links)
- Comonotonicity for sets of probabilities (Q1697821) (← links)
- Hoeffding-Sobol decomposition of homogeneous co-survival functions: from Choquet representation to extreme value theory application (Q2076958) (← links)
- A copula-based approximation to Markov chains (Q2115302) (← links)
- Moments of discounted aggregate claims with dependence based on Spearman copula (Q2175836) (← links)
- Approximation of bivariate copulas by patched bivariate Fréchet copulas (Q2276226) (← links)
- Copula-based Markov process (Q2306101) (← links)
- Shuffle of min’s random variable approximations of bivariate copulas’ realization (Q5160178) (← links)
- CreditRisk<sup>+</sup>Model with Dependent Risk Factors (Q5379134) (← links)
- A Decomposition of Copulas and Its Use (Q5712003) (← links)
- Comparison of correlation-based measures of concordance in terms of asymptotic variance (Q6200939) (← links)
- Invariant correlation under marginal transforms (Q6615380) (← links)
