Pages that link to "Item:Q1774665"
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The following pages link to Multivariate Fréchet copulas and conditional value-at-risk (Q1774665):
Displaying 8 items.
- A class of multivariate copulas with bivariate Fréchet marginal copulas (Q659106) (← links)
- On a multivariate gamma distribution (Q951178) (← links)
- Risk tomography (Q1681334) (← links)
- Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes (Q2514625) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
- (Q6154768) (← links)
- EXTENSION OF THE COMPOUND POISSON MODEL VIA THE SPEARMAN COPULA (Q6170170) (← links)