GSH Dependence Modeling with an Application to Risk Management (Q3167840): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/03610926.2012.686646 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2036847880 / rank | |||
Normal rank | |||
Revision as of 01:18, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GSH Dependence Modeling with an Application to Risk Management |
scientific article |
Statements
GSH Dependence Modeling with an Application to Risk Management (English)
0 references
29 October 2012
0 references
copula approach
0 references
generalized secant hyperbolic (GSH) distribution
0 references
independent component analysis
0 references
risk measures
0 references
