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

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+Estimating the tail-dependence coefficient: properties and pitfalls
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+On the simultaneous associativity of F(x,y) and x+y-F(x,y)
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+Multivariate extremes, aggregation and dependence in elliptical distributions
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+Fitting bivariate loss distributions with copulas
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+General chi-square goodness-of-fit tests with data-dependent cells
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+Publication:3367416