Measurement of aggregate risk with copulas (Q3367416): Difference between revisions

@@ Property / cites work @@
+Estimating the tail-dependence coefficient: properties and pitfalls
+Normal rank
@@ Property / cites work @@
+On the simultaneous associativity of F(x,y) and x+y-F(x,y)
+Normal rank
@@ Property / cites work @@
+Multivariate extremes, aggregation and dependence in elliptical distributions
+Normal rank
@@ Property / cites work @@
+Fitting bivariate loss distributions with copulas
@@ Property / cites work: Fitting bivariate loss distributions with copulas / rank @@
+Normal rank
@@ Property / cites work @@
+General chi-square goodness-of-fit tests with data-dependent cells
+Normal rank