Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (Q746883)
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scientific article; zbMATH DE number 6497211
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| English | Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions |
scientific article; zbMATH DE number 6497211 |
Statements
Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (English)
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21 October 2015
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risk aggregation
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sum distribution
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empirical margins
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empirical copula
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functional CLT
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Iman-Conover
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Latin hypercube sampling
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0.7150578498840332
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0.7040508985519409
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0.7019673585891724
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0.7007255554199219
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0.6993347406387329
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