Quasi-random numbers for copula models (Q2361476)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-random numbers for copula models |
scientific article |
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Quasi-random numbers for copula models (English)
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30 June 2017
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quasi-random numbers
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copulas
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conditional distribution method
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Marshall-Olkin algorithm
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tail events
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risk measures
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