Quasi-random numbers for copula models (Q2361476)
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scientific article; zbMATH DE number 6737713
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Quasi-random numbers for copula models |
scientific article; zbMATH DE number 6737713 |
Statements
Quasi-random numbers for copula models (English)
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30 June 2017
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quasi-random numbers
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copulas
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conditional distribution method
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Marshall-Olkin algorithm
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tail events
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risk measures
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0.7737430930137634
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0.7698922157287598
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0.7650814056396484
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0.7627207636833191
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