Impact of dependence on some multivariate risk indicators (Q2397956): Difference between revisions
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Revision as of 05:20, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Impact of dependence on some multivariate risk indicators |
scientific article |
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Impact of dependence on some multivariate risk indicators (English)
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14 August 2017
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multivariate risk indicators
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dependence modeling
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sub-exponential distributions
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risk theory
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optimal capital allocation
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copulas
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