Ordering risk bounds in factor models (Q2283650): Difference between revisions

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+Pair-copula constructions of multiple dependence
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+Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models
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+Q4167332
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+Normal rank
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+Risk bounds for factor models
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+Normal rank
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+On the theory of elliptically contoured distributions
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+Copulas and Markov processes
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+The t Copula and Related Copulas
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+On the approximation of copulas via shuffles of Min
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+Measure-preserving transformations, copulæ and compatibility
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+Some approximations of \(n\)-copulas
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+Duality Theory and Transfers for Stochastic Order Relations
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+Some remarks on the supermodular order
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+An introduction to copulas.
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+Inequalities for distributions with given marginals
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+On a strong metric on the space of copulas and its induced dependence measure
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