Diversification of aggregate dependent risks (Q1888896)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Diversification of aggregate dependent risks |
scientific article; zbMATH DE number 2119631
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diversification of aggregate dependent risks |
scientific article; zbMATH DE number 2119631 |
Statements
Diversification of aggregate dependent risks (English)
0 references
29 November 2004
0 references
archimedean copula
0 references
dependent random variables
0 references
diversification effect
0 references
extreme value theory
0 references
tail dependence
0 references
