Copula-based grouped risk aggregation under mixed operation. (Q265158)
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scientific article; zbMATH DE number 6562149
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| default for all languages | No label defined |
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| English | Copula-based grouped risk aggregation under mixed operation. |
scientific article; zbMATH DE number 6562149 |
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Copula-based grouped risk aggregation under mixed operation. (English)
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1 April 2016
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mixed operation
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grouped model
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aggregated risk measurement
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value of risk
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numerical simulation
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0.7885476350784302
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0.7641578316688538
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0.7621762752532959
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0.7515735030174255
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0.7500161528587341
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