Diversification of aggregate dependent risks (Q1888896)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diversification of aggregate dependent risks |
scientific article |
Statements
Diversification of aggregate dependent risks (English)
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29 November 2004
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archimedean copula
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dependent random variables
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diversification effect
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extreme value theory
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tail dependence
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