Copula based hierarchical risk aggregation through sample reordering (Q2444712): Difference between revisions

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Latest revision as of 14:11, 7 July 2024

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Copula based hierarchical risk aggregation through sample reordering
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    Copula based hierarchical risk aggregation through sample reordering (English)
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    10 April 2014
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    hierarchical risk aggregation
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    copulas
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    high-dimensional dependence
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    Iman-Conover method
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