Pages that link to "Item:Q5214826"
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The following pages link to ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826):
Displaying 3 items.
- A multivariate extension of the increasing convex order to compare risks (Q320306) (← links)
- SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH (Q4562955) (← links)
- A multivariate CVaR risk measure from the perspective of portfolio risk management (Q5073012) (← links)
