Worst VaR scenarios with given marginals and measures of association (Q1017757): Difference between revisions

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Latest revision as of 13:15, 1 July 2024

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Worst VaR scenarios with given marginals and measures of association
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    Worst VaR scenarios with given marginals and measures of association (English)
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    12 May 2009
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    value-at-risk
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    tail-value-at-risk
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    worst case scenarios
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    copulas
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    measures of association
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    dependence properties
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