The following pages link to COMPOSITE BERNSTEIN COPULAS (Q4563745):
Displaying 12 items.
- New copulas based on general partitions-of-unity and their applications to risk management (Q324993) (← links)
- Dependence modeling in non-life insurance using the Bernstein copula (Q414613) (← links)
- Remarks on composite Bernstein copula and its application to credit risk analysis (Q1681084) (← links)
- Semi-analytical formula for pricing bilateral counterparty risk of CDS with correlated credit risks (Q1753344) (← links)
- Modeling and estimating multivariate dependence structures with the Bernstein copula (Q2794851) (← links)
- Application of Bernstein Copulas to the Pricing of Multi-Asset Derivatives (Q2849536) (← links)
- SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH (Q4562955) (← links)
- Statistical arbitrage with vine copulas (Q4619524) (← links)
- THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS (Q4653561) (← links)
- MULTIVARIATE COMPOSITE COPULAS (Q5067887) (← links)
- Bernstein Copulas and Composite Bernstein Copulas (Q5132614) (← links)
- Bernstein copula characteristic function (Q6588678) (← links)