Worst VaR scenarios with given marginals and measures of association (Q1017757): Difference between revisions
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Revision as of 04:24, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Worst VaR scenarios with given marginals and measures of association |
scientific article |
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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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