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