On the distortion of a copula and its margins (Q2866292): Difference between revisions

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+Inequalities for stochastic models via supermodular orderings
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+Using distortions of copulas to price synthetic CDOs
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+Q5624436
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+Understanding Relationships Using Copulas
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+On the multivariate probability integral transformation
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+A Multivariate Extension of Equilibrium Pricing Transforms: The Multivariate Esscher and Wang Transforms for Pricing Financial and Insurance Risks
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+Fitting bivariate loss distributions with copulas
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+Tail Conditional Expectations for Elliptical Distributions
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+Q5706744
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+A method to obtain new copulas from a given one
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+Some remarks on the supermodular order
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+An introduction to copulas.
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+What is the Laplace Transform?
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+The Dual Theory of Choice under Risk
@@ Property / cites work: The Dual Theory of Choice under Risk / rank @@
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+Publication:2866292