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Estimating the Probability of a Rare Event via Elliptical Copulas - MaRDI portal

Estimating the Probability of a Rare Event via Elliptical Copulas (Q5022531)

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scientific article; zbMATH DE number 7459569
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English
Estimating the Probability of a Rare Event via Elliptical Copulas
scientific article; zbMATH DE number 7459569

    Statements

    title
    Estimating the Probability of a Rare Event via Elliptical Copulas (English)
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    publication date
    19 January 2022
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    author
    Liang Peng
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    Identifiers

    Mathematics Subject Classification ID
    91G05
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    62P05
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    62H05
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    zbMATH DE Number
    7459569
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    OpenAlex ID
    W1972224493
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