Diversification for general copula dependence (Q3542547): Difference between revisions

@@ Property / author @@
-Matthias Loewe
@@ Property / author: Matthias Loewe / rank @@
-Normal rank
@@ Property / author @@
+Matthias Loewe
@@ Property / author: Matthias Loewe / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+QRM
@@ Property / describes a project that uses: QRM / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9574.2007.00370.x
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@@ Property / OpenAlex ID @@
+W2060438508
@@ Property / OpenAlex ID: W2060438508 / rank @@
+Normal rank
@@ Property / cites work @@
+Diversification of aggregate dependent risks
@@ Property / cites work: Diversification of aggregate dependent risks / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of the Expected Shortfall of Aggregate Dependent Risks
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Understanding Relationships Using Copulas
@@ Property / cites work: Understanding Relationships Using Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Copula convergence theorems for tail events.
@@ Property / cites work: Copula convergence theorems for tail events. / rank @@
+Normal rank
@@ Property / cites work @@
+Tail dependence from a distributional point of view
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas. Properties and applications
+Normal rank