Copulas, diagonals, and tail dependence (Q529109)
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: Copulas, diagonals, and tail dependence |
scientific article; zbMATH DE number 6720096
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Copulas, diagonals, and tail dependence |
scientific article; zbMATH DE number 6720096 |
Statements
Copulas, diagonals, and tail dependence (English)
0 references
18 May 2017
0 references
risk aggregation
0 references
copulas
0 references
diagonal section
0 references
risk management
0 references
tail dependence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references