Copula functions: characterizing uncertainty in probabilistic systems

MaRDI QIDQ3224778zbMATH OpenFDO

Authors Pranesh Kumar

Publication date 2 April 2012

Full work available at URL http://www.m-hikari.com/ams/ams-2011/ams-29-32-2011/index.html

zbMATH Keywords

copulasdistributions functionsentropyinformation measuressimulations

Mathematics Subject Classification ID

Axioms; other general questions in probability (60A05) Statistical aspects of information-theoretic topics (62B10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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(4)

• Multi-objective portfolio optimization considering the dependence structure of asset returns
• MAKING COPULAS UNDER UNCERTAINTY
• Bi-directional system analysis under copula-coverage approach
• Utility Copula Functions Matching All Boundary Assessments

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