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Dealing with Dependent Risks - MaRDI portal

Dealing with Dependent Risks (Q5165623)

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scientific article; zbMATH DE number 6310044
Language Label Description Also known as
English
Dealing with Dependent Risks
scientific article; zbMATH DE number 6310044

    Statements

    title
    Dealing with Dependent Risks (English)
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    author
    Claudia Klüppelberg
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    Robert Stelzer
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    publication date
    30 June 2014
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    zbMATH Keywords
    copula
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    correlation
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    extreme dependence
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    rank correlation
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    risk measure
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    62H20
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    60E99
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    62E10
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    zbMATH DE Number
    6310044
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    OpenAlex ID
    W203173989
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