Pages that link to "Item:Q1681193"
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The following pages link to On a bivariate copula with both upper and lower full-range tail dependence (Q1681193):
Displaying 7 items.
- A general approach to full-range tail dependence copulas (Q1681085) (← links)
- Dependence in a background risk model (Q2001084) (← links)
- Modeling spatial tail dependence with Cauchy convolution processes (Q2106793) (← links)
- An asymptotic study of systemic expected shortfall and marginal expected shortfall (Q2155852) (← links)
- Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type (Q2656995) (← links)
- Portfolio risk analysis of excess of loss reinsurance (Q2670110) (← links)
- On bivariate Kumaraswamy-distorted copulas (Q5081003) (← links)
