On the distribution of sums of random variables with copula-induced dependence (Q2514603)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the distribution of sums of random variables with copula-induced dependence |
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On the distribution of sums of random variables with copula-induced dependence (English)
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3 February 2015
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(G)AEP algorithm
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aggregation of risk
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copula
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dependence
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expected shortfall
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path integration
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sums of random variables
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value-at-risk
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