Aggregation of dependent risks using the Koehler-Symanowski copula function (Q2575457)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Aggregation of dependent risks using the Koehler-Symanowski copula function |
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Aggregation of dependent risks using the Koehler-Symanowski copula function (English)
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9 December 2005
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asset returns
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IFM method
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measures of dependence
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minimum distance estimation
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skew distributions
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