Bounds on integrals with respect to multivariate copulas (Q727659)
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scientific article; zbMATH DE number 6666935
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| English | Bounds on integrals with respect to multivariate copulas |
scientific article; zbMATH DE number 6666935 |
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Bounds on integrals with respect to multivariate copulas (English)
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20 December 2016
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copulas
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linear assignment problems
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dependence measure
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credit risk
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0.9505689
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0.9068823
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0.88652647
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