Pages that link to "Item:Q5417589"
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The following pages link to Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence (Q5417589):
Displaying 10 items.
- Baire category results for quasi-copulas (Q325004) (← links)
- Bounds on total economic capital: the DNB case study (Q482086) (← links)
- VaR bounds for joint portfolios with dependence constraints (Q727669) (← links)
- Risk aggregation with dependence uncertainty (Q2015478) (← links)
- A hitchhiker's guide to quasi-copulas (Q2219337) (← links)
- Reducing model risk via positive and negative dependence assumptions (Q2347092) (← links)
- The unwalked path between quasi-copulas and copulas: stepping stones in higher dimensions (Q2374514) (← links)
- Copulas with given values on the tails (Q2409098) (← links)
- Risk Bounds and Partial Dependence Information (Q4609025) (← links)
- Copulas Based on Marshall–Olkin Machinery (Q5272896) (← links)
