Pages that link to "Item:Q2513617"
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The following pages link to Quantifying the risk using copulae with nonparametric marginals (Q2513617):
Displayed 5 items.
- Sarmanov family of multivariate distributions for bivariate dynamic claim counts model (Q320282) (← links)
- The loss given default of a low-default portfolio with weak contagion (Q903339) (← links)
- On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (Q1686241) (← links)
- Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution (Q1735036) (← links)
- Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (Q2699605) (← links)