Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (Q746883): Difference between revisions

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Latest revision as of 23:18, 10 July 2024

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Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions
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    Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (English)
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    21 October 2015
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    risk aggregation
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    sum distribution
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    empirical margins
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    empirical copula
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    functional CLT
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    Iman-Conover
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    Latin hypercube sampling
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