Measuring exposure to dependence risk with random Bernstein copula scenarios (Q723986)
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scientific article; zbMATH DE number 6910054
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring exposure to dependence risk with random Bernstein copula scenarios |
scientific article; zbMATH DE number 6910054 |
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Measuring exposure to dependence risk with random Bernstein copula scenarios (English)
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25 July 2018
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risk management
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financial modeling
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simulation
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Bernstein copulas
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random matrices,
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0.8906992
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0.8886502
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0.8881995
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0.8853669
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0.88458115
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0.88266385
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0.8777594
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0.8767671
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