Pages that link to "Item:Q1861394"

The following pages link to A characterization of joint distribution of two-valued random variables and its applications (Q1861394):

Displaying 12 items.

• Bounds for path-dependent options (Q902179) (← links)
• The loss given default of a low-default portfolio with weak contagion (Q903339) (← links)
• Heavy tails and copulas: limits of diversification revisited (Q1668647) (← links)
• Representation of multivariate Bernoulli distributions with a given set of specified moments (Q1795592) (← links)
• Stochastic representation of FGM copulas using multivariate Bernoulli random variables (Q2143027) (← links)
• Regularity conditions in the realisability problem with applications to point processes and random closed sets (Q2258527) (← links)
• Sum of Bernoulli mixtures: beyond conditional independence (Q2260590) (← links)
• COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES (Q3181950) (← links)
• Asymptotic behavior of expected shortfall for portfolio loss under bivariate dependent structure (Q5079025) (← links)
• On the asymptotics of tail conditional expectation for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails (Q5088093) (← links)
• On the asymptotics of value-at-risk for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails (Q5088126) (← links)
• (Q5852832) (← links)