Pages that link to "Item:Q453289"

The following pages link to The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables (Q453289):

Displaying 18 items.

• Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (Q746883) (← links)
• Computing the distribution of the sum of dependent random variables via overlapping hypercubes (Q894208) (← links)
• High level quantile approximations of sums of risks (Q906345) (← links)
• Archimedean copulas with applications to VaR estimation (Q2013643) (← links)
• A comprehensive family of copulas to model bivariate random noise and perturbation (Q2049227) (← links)
• Simulation methods for robust risk assessment and the distorted mix approach (Q2076947) (← links)
• A modified version of stochastic dominance involving dependence (Q2197617) (← links)
• A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks (Q2252881) (← links)
• Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models (Q2282728) (← links)
• Simple risk measure calculations for sums of positive random variables (Q2446008) (← links)
• On the distribution of sums of random variables with copula-induced dependence (Q2514603) (← links)
• Risk Measures and Multivariate Extensions of Breiman's Theorem (Q2897148) (← links)
• The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables (Q3145076) (← links)
• Aggregation of log-linear risks (Q5245625) (← links)
• Copula-based measurement error models (Q5858303) (← links)
• (Q6040906) (← links)
• A Conversation With Paul Embrechts (Q6064127) (← links)
• When copulas and smoothing met: an interview with Irène Gijbels (Q6160721) (← links)