Pages that link to "Item:Q5379123"
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The following pages link to Assessing High-Risk Scenarios by Full-Range Tail Dependence Copulas (Q5379123):
Displaying 6 items.
- A general approach to full-range tail dependence copulas (Q1681085) (← links)
- On a bivariate copula with both upper and lower full-range tail dependence (Q1681193) (← links)
- A new class of copula regression models for modelling multivariate heavy-tailed data (Q2138631) (← links)
- Tail negative dependence and its applications for aggregate loss modeling (Q2347104) (← links)
- Quantification of Operational Risk: A Scenario-Based Approach (Q5379191) (← links)
- Testing Asymmetry in Dependence with Copula-Coskewness (Q5379220) (← links)
