Diversification for general copula dependence (Q3542547): Difference between revisions

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+Diversification of aggregate dependent risks
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+Analysis of the Expected Shortfall of Aggregate Dependent Risks
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+Q4343010
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+Understanding Relationships Using Copulas
@@ Property / cites work: Understanding Relationships Using Copulas / rank @@
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+Q4382161
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+Copula convergence theorems for tail events.
@@ Property / cites work: Copula convergence theorems for tail events. / rank @@
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+Tail dependence from a distributional point of view
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+Q5706744
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+An introduction to copulas. Properties and applications
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