Risk Modeling for Future Cash Flow Using Skew<i>t</i>-Copula (Q3098928)

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Risk Modeling for Future Cash Flow Using Skew<i>t</i>-Copula
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    Risk Modeling for Future Cash Flow Using Skew<i>t</i>-Copula (English)
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    18 November 2011
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    loss distributions
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    method of moments
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    simulation
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    skew \(t\)-copula
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    skew \(t\)-distribution
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    VaR
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