Impact of dependence on some multivariate risk indicators (Q2397956)
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scientific article
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| English | Impact of dependence on some multivariate risk indicators |
scientific article |
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Impact of dependence on some multivariate risk indicators (English)
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14 August 2017
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multivariate risk indicators
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dependence modeling
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sub-exponential distributions
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risk theory
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optimal capital allocation
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copulas
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0.8168644309043884
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0.8034012317657471
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0.8001793622970581
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0.7990908026695251
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0.795446515083313
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