Second order risk aggregation with the Bernstein copula (Q2513630): Difference between revisions
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Revision as of 07:25, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second order risk aggregation with the Bernstein copula |
scientific article |
Statements
Second order risk aggregation with the Bernstein copula (English)
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28 January 2015
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risk aggregation
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tail asymptotics
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Bernstein copula
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Value-at-Risk
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Pareto and exponential variables
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