A copula‐based risk aggregation model (Q5247415)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A copula‐based risk aggregation model |
scientific article; zbMATH DE number 6430109
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A copula‐based risk aggregation model |
scientific article; zbMATH DE number 6430109 |
Statements
A copula‐based risk aggregation model (English)
0 references
24 April 2015
0 references
capital allocation
0 references
dependence structure
0 references
dependence-based distance
0 references
hierarchical clustering
0 references
Kendall's tau
0 references
Liouville copulas
0 references
risk aggregation
0 references
risk measures
0 references
0 references
