Second order risk aggregation with the Bernstein copula (Q2513630)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second order risk aggregation with the Bernstein copula |
scientific article |
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Second order risk aggregation with the Bernstein copula (English)
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28 January 2015
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risk aggregation
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tail asymptotics
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Bernstein copula
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Value-at-Risk
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Pareto and exponential variables
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