Pages that link to "Item:Q2444712"
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The following pages link to Copula based hierarchical risk aggregation through sample reordering (Q2444712):
Displaying 21 items.
- Copula-based grouped risk aggregation under mixed operation. (Q265158) (← links)
- Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (Q746883) (← links)
- Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration (Q781087) (← links)
- Multivariate models for dependent clusters of variables with conditional independence given aggregation variables (Q1659364) (← links)
- A framework for measuring association of random vectors via collapsed random variables (Q2001082) (← links)
- Generating unfavourable VaR scenarios under Solvency II with patchwork copulas (Q2063751) (← links)
- Tweedie double GLM loss triangles with dependence within and across business lines (Q2066787) (← links)
- Sensitivity analysis with \(\chi^2\)-divergences (Q2234772) (← links)
- A copula-based hierarchical hybrid loss distribution (Q2340429) (← links)
- A hierarchical copula-based world-wide valuation of sovereign risk (Q2347107) (← links)
- Rank-based methods for modeling dependence between loss triangles (Q2356636) (← links)
- Simple risk measure calculations for sums of positive random variables (Q2446008) (← links)
- Optimal capital allocation in a hierarchical corporate structure (Q2513455) (← links)
- Reduction of Value-at-Risk bounds via independence and variance information (Q4575463) (← links)
- AGGREGATION OF DEPENDENT RISKS IN MIXTURES OF EXPONENTIAL DISTRIBUTIONS AND EXTENSIONS (Q4691248) (← links)
- COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS (Q5051173) (← links)
- A copula‐based risk aggregation model (Q5247415) (← links)
- Hierarchical Kendall copulas: Properties and inference (Q5413640) (← links)
- Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data (Q5857119) (← links)
- Holistic principle for risk aggregation and capital allocation (Q6148774) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
