Measuring exposure to dependence risk with random Bernstein copula scenarios (Q723986): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.ejor.2017.10.044 / rank
 
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Latest revision as of 04:31, 16 July 2024

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Measuring exposure to dependence risk with random Bernstein copula scenarios
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    Measuring exposure to dependence risk with random Bernstein copula scenarios (English)
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    25 July 2018
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    risk management
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    financial modeling
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    simulation
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    Bernstein copulas
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    random matrices,
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