Pages that link to "Item:Q5379211"
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The following pages link to Factor Copula Approaches for Assessing Spatially Dependent High-Dimensional Risks (Q5379211):
Displaying 5 items.
- Spatial dependence in credit risk and its improvement in credit scoring (Q320986) (← links)
- Conditional normal extreme-value copulas (Q2231306) (← links)
- A Spatial Cross-Sectional Credibility Model with Dependence Among Risks (Q5379159) (← links)
- A Dynamic Stochastic Integrated Climate–Economic Spatiotemporal Model for Agricultural Insurance Products (Q6549252) (← links)
- A study of one-factor copula models from a tail dependence perspective (Q6668694) (← links)