Risk Modeling for Future Cash Flow Using Skew<i>t</i>-Copula (Q3098928)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk Modeling for Future Cash Flow Using Skew<i>t</i>-Copula |
scientific article |
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Risk Modeling for Future Cash Flow Using Skew<i>t</i>-Copula (English)
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18 November 2011
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loss distributions
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method of moments
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simulation
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skew \(t\)-copula
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skew \(t\)-distribution
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VaR
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