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Impact of dependence on some multivariate risk indicators - MaRDI portal

Impact of dependence on some multivariate risk indicators (Q2397956)

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Impact of dependence on some multivariate risk indicators
scientific article

    Statements

    title
    Impact of dependence on some multivariate risk indicators (English)
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    author
    Khalil Said
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    Didier Rullière
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    publication date
    14 August 2017
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    zbMATH Keywords
    multivariate risk indicators
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    dependence modeling
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    sub-exponential distributions
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    risk theory
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    optimal capital allocation
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    copulas
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    Identifiers

    Mathematics Subject Classification ID
    62H30
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    62P05
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    91B30
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    zbMATH DE Number
    6760005
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    OpenAlex ID
    W2963794286
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    arXiv ID
    1507.01175
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