Pages that link to "Item:Q1219096"
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The following pages link to A probabilistic interpretation of complete monotonicity (Q1219096):
Displayed 31 items.
- Pricing distressed CDOs with stochastic recovery (Q541587) (← links)
- Ordinal sums and idempotents of copulas (Q623380) (← links)
- A revision of Kimberling's results -- with an application to max-infinite divisibility of some Archimedean copulas (Q624999) (← links)
- Functional inequalities for the incomplete gamma function (Q641566) (← links)
- Archimedean copula estimation and model selection via \(l_1\)-norm symmetric distribution (Q659243) (← links)
- Functions operating on multivariate distribution and survival functions - With applications to classical mean-values and to copulas (Q764474) (← links)
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions (Q834372) (← links)
- Complete monotonicity of some functions involving polygamma functions (Q847163) (← links)
- Some classes of completely monotonic functions. II (Q850531) (← links)
- Lower tail dependence for Archimedean copulas: characterizations and pitfalls (Q882478) (← links)
- Constructing hierarchical archimedean copulas with Lévy subordinators (Q968494) (← links)
- From Archimedean to Liouville copulas (Q979231) (← links)
- Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness (Q1017759) (← links)
- Tails of multivariate Archimedean copulas (Q1021851) (← links)
- Lévy-frailty copulas (Q1021855) (← links)
- Sampling Archimedean copulas (Q1023887) (← links)
- On the extremal rays of the cone of positive, positive definite functions (Q1040675) (← links)
- Archimedean copulae and positive dependence (Q1776879) (← links)
- Diversification of aggregate dependent risks (Q1888896) (← links)
- Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas (Q2276220) (← links)
- On some properties of the gamma function (Q2427145) (← links)
- Convergence of Archimedean copulas (Q2479336) (← links)
- Logarithmically completely monotonic functions relating to the gamma function (Q2497370) (← links)
- (Q3183814) (← links)
- Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks (Q3395767) (← links)
- Sampling nested Archimedean copulas (Q3518409) (← links)
- Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données (Q3742508) (← links)
- (Q4043845) (← links)
- Asymptotic Value-at-Risk Estimates for Sums of Dependent Random Variables (Q4661674) (← links)
- Analysis of the Expected Shortfall of Aggregate Dependent Risks (Q5490577) (← links)
- On some inequalities for the gamma and psi functions (Q5691018) (← links)