Algorithms for Finding Copulas Minimizing Convex Functions of Sums (Q5506760)
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scientific article; zbMATH DE number 6664635
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algorithms for Finding Copulas Minimizing Convex Functions of Sums |
scientific article; zbMATH DE number 6664635 |
Statements
Algorithms for Finding Copulas Minimizing Convex Functions of Sums (English)
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16 December 2016
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multivariate risk measure
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block RA
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rearrangement algorithm
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minimum variance
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discrete optimization
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MCMC
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