Quantifying the risk using copulae with nonparametric marginals (Q2513617): Difference between revisions

@@ Property / cites work @@
+Pair-copula constructions of multiple dependence
@@ Property / cites work: Pair-copula constructions of multiple dependence / rank @@
+Normal rank
@@ Property / cites work @@
+A nonparametric approach to calculating value-at-risk
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Q2920839
@@ Property / cites work: Q2920839 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3173613
@@ Property / cites work: Q3173613 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3065294
@@ Property / cites work: Q3065294 / rank @@
+Normal rank
@@ Property / cites work @@
+Inverse beta transformation in kernel density estimation
+Normal rank
@@ Property / cites work @@
+Quantitative Operational Risk Models
@@ Property / cites work: Quantitative Operational Risk Models / rank @@
+Normal rank
@@ Property / cites work @@
+Skewed bivariate models and nonparametric estimation for the CTE risk measure
+Normal rank
@@ Property / cites work @@
+Kernel density estimation for heavy-tailed distributions using the champernowne transformation
+Normal rank
@@ Property / cites work @@
+A Method for Simulating Stable Random Variables
@@ Property / cites work: A Method for Simulating Stable Random Variables / rank @@
+Normal rank
@@ Property / cites work @@
+A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
+Normal rank
@@ Property / cites work @@
+On two dependent individual risk models.
@@ Property / cites work: On two dependent individual risk models. / rank @@
+Normal rank
@@ Property / cites work @@
+Does positive dependence between individual risks increase stop-loss premiums?
+Normal rank
@@ Property / cites work @@
+Stochastic bounds on sums of dependent risks
@@ Property / cites work: Stochastic bounds on sums of dependent risks / rank @@
+Normal rank
@@ Property / cites work @@
+Q3723577
@@ Property / cites work: Q3723577 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk Measures and Comonotonicity: A Review
@@ Property / cites work: Risk Measures and Comonotonicity: A Review / rank @@
+Normal rank
@@ Property / cites work @@
+The performance of some correlation coefficients for a general bivariate distribution
+Normal rank
@@ Property / cites work @@
+On the simultaneous associativity of F(x,y) and x+y-F(x,y)
+Normal rank
@@ Property / cites work @@
+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
+Normal rank
@@ Property / cites work @@
+A goodness-of-fit test for bivariate extreme-value copulas
+Normal rank
@@ Property / cites work @@
+The Copula Information Criteria
@@ Property / cites work: The Copula Information Criteria / rank @@
+Normal rank
@@ Property / cites work @@
+Simple risk measure calculations for sums of positive random variables
+Normal rank
@@ Property / cites work @@
+Bivariate Exponential Distributions
@@ Property / cites work: Bivariate Exponential Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model
+Normal rank
@@ Property / cites work @@
+The net Bayes premium with dependence between the risk profiles
+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 @@
+Upper and lower bounds for sums of random variables
+Normal rank
@@ Property / cites work @@
+Comparison of semiparametric and parametric methods for estimating copulas
+Normal rank
@@ Property / cites work @@
+Comparison of three semiparametric methods for estimating dependence parameters in copula models
+Normal rank
@@ Property / cites work @@
+Properties and applications of the sarmanov family of bivariate distributions
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3232606
@@ Property / cites work: Q3232606 / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Q5601961
@@ Property / cites work: Q5601961 / rank @@
+Normal rank
@@ Property / cites work @@
+Correlation structure in Farlie-Gumbel-Morgenstern distributions
+Normal rank
@@ Property / cites work @@
+Integrated squared error of kernel-type estimator of distribution function
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / cites work @@
+Extremes and products of multivariate AC-product risks
+Normal rank