The following pages link to Alexander J. McNeil (Q443787):
Displayed 18 items.
- Time series models with infinite-order partial copula dependence (Q109457) (← links)
- Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788) (← links)
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions (Q834372) (← links)
- From Archimedean to Liouville copulas (Q979231) (← links)
- On the computation of multivariate scenario sets for the skew-\(t\) and generalized hyperbolic families (Q1659114) (← links)
- An algorithm for nonparametric GARCH modelling. (Q1852883) (← links)
- Subadditivity of value-at-risk for Bernoulli random variables (Q2018624) (← links)
- The t Copula and Related Copulas (Q3421330) (← links)
- Sampling nested Archimedean copulas (Q3518409) (← links)
- CALCULATING VARIABLE ANNUITY LIABILITY “GREEKS” USING MONTE CARLO SIMULATION (Q4563739) (← links)
- Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling (Q4661681) (← links)
- (Q5253267) (← links)
- Dependence Modeling with Copulas, by Harry Joe. Monographs on Statistics and Applied probability 134, Published by CRC Press, 2015. Total number of pages: 18 + 462. ISBN: 978‐1‐4665‐8322‐1 (Hardback) (Q5256822) (← links)
- (Q5262079) (← links)
- Estimating value-at-risk: a point process approach (Q5697330) (← links)
- (Q5706744) (← links)
- Discussion: Statistical models and methods for dependence in insurance data (Q5965670) (← links)
- Likelihood inference for Archimedean copulas (Q6227422) (← links)