Pages that link to "Item:Q2513617"

The following pages link to Quantifying the risk using copulae with nonparametric marginals (Q2513617):

Displaying 10 items.

• Sarmanov family of multivariate distributions for bivariate dynamic claim counts model (Q320282) (← links)
• Measuring exposure to dependence risk with random Bernstein copula scenarios (Q723986) (← links)
• The loss given default of a low-default portfolio with weak contagion (Q903339) (← links)
• Using copulae to bound the value-at-risk for functions of dependent risks (Q1424710) (← links)
• On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (Q1686241) (← links)
• Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution (Q1735036) (← links)
• A new approach to measure systemic risk: a bivariate copula model for dependent censored data (Q2315658) (← links)
• A concept of copula robustness and its applications in quantitative risk management (Q2675816) (← links)
• Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (Q2699605) (← links)
• Testing extreme value copulas to estimate the quantile (Q2920839) (← links)