Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215)
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scientific article; zbMATH DE number 6839368
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications |
scientific article; zbMATH DE number 6839368 |
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Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (English)
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15 February 2018
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Archimedean copulas
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common mixture representation
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aggregation strategy
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risk measures
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capital allocation
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ruin theory
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nested Archimedean copulas
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0.91961503
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0.89366233
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0.88971806
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0.8853963
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0.8838141
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0.8794846
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0.8770499
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0.8745715
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0.87450814
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