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Measurement of bivariate risks by the north-south quantile points approach - MaRDI portal

Measurement of bivariate risks by the north-south quantile points approach (Q2252700)

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Measurement of bivariate risks by the north-south quantile points approach
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    Measurement of bivariate risks by the north-south quantile points approach (English)
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    23 July 2014
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    risk measures
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    copula
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    bivariate quantiles
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    north-south quantile points
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