Bounds on integrals with respect to multivariate copulas (Q727659): Difference between revisions
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Revision as of 16:24, 18 April 2024
scientific article
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English | Bounds on integrals with respect to multivariate copulas |
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Bounds on integrals with respect to multivariate copulas (English)
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20 December 2016
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copulas
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linear assignment problems
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dependence measure
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credit risk
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