Pages that link to "Item:Q2514603"
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The following pages link to On the distribution of sums of random variables with copula-induced dependence (Q2514603):
Displayed 10 items.
- A comprehensive family of copulas to model bivariate random noise and perturbation (Q2049227) (← links)
- A modified version of stochastic dominance involving dependence (Q2197617) (← links)
- Optimal Expected-Shortfall Portfolio Selection with Copula-Induced Dependence (Q4559325) (← links)
- PROBABILITY OF SUFFICIENCY OF SOLVENCY II RESERVE RISK MARGINS: PRACTICAL APPROXIMATIONS (Q4563811) (← links)
- AGGREGATION OF DEPENDENT RISKS IN MIXTURES OF EXPONENTIAL DISTRIBUTIONS AND EXTENSIONS (Q4691248) (← links)
- COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS (Q5051173) (← links)
- Random noise and perturbation of copulas (Q5206517) (← links)
- Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data (Q5857119) (← links)
- Copula-based measurement error models (Q5858303) (← links)
- When copulas and smoothing met: an interview with Irène Gijbels (Q6160721) (← links)