Copulas checker-type approximations: Application to quantiles estimation of sums of dependent random variables (Q5077243)
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scientific article; zbMATH DE number 7528724
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Copulas checker-type approximations: Application to quantiles estimation of sums of dependent random variables |
scientific article; zbMATH DE number 7528724 |
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Copulas checker-type approximations: Application to quantiles estimation of sums of dependent random variables (English)
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18 May 2022
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checkerboard copula
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checkmin copula
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empirical copulas
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risk aggregation
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quantile estimation
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