Pages that link to "Item:Q3518409"
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The following pages link to Sampling nested Archimedean copulas (Q3518409):
Displayed 31 items.
- Pair-copula constructions of multiple dependence (Q80563) (← links)
- Densities of nested Archimedean copulas (Q391619) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- \(H\)-extendible copulas (Q443789) (← links)
- Efficiently sampling nested Archimedean copulas (Q452526) (← links)
- Estimation of copula-based models for lifetime medical costs (Q498053) (← links)
- Pricing distressed CDOs with stochastic recovery (Q541587) (← links)
- Multivariate hierarchical copulas with shocks (Q607608) (← links)
- Modeling defaults with nested Archimedean copulas (Q621757) (← links)
- Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions (Q730891) (← links)
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions (Q834372) (← links)
- Finite normal mixture copulas for multivariate discrete data modeling (Q840749) (← links)
- On the construction of nested Archimedean copulas for \(d\)-monotone generators (Q893902) (← links)
- Constructing hierarchical archimedean copulas with Lévy subordinators (Q968494) (← links)
- From Archimedean to Liouville copulas (Q979231) (← links)
- Tails of multivariate Archimedean copulas (Q1021851) (← links)
- A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks (Q2252881) (← links)
- Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas (Q2276220) (← links)
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)
- Kendall's tau for hierarchical data (Q2451632) (← links)
- Hierarchical structures in the aggregation of premium risk for insurance underwriting (Q2866286) (← links)
- The<i>t</i>copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management (Q2994844) (← links)
- CDO pricing with nested Archimedean copulas (Q3005366) (← links)
- Reparameterizing Marshall–Olkin copulas with applications to sampling (Q3070622) (← links)
- Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
- (Q3183816) (← links)
- Properties of hierarchical Archimedean copulas (Q4918190) (← links)
- Sampling Exchangeable and Hierarchical Marshall-Olkin Distributions (Q4921627) (← links)
- A stochastic representation and sampling algorithm for nested Archimedean copulas (Q5300812) (← links)
- Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study (Q5417944) (← links)
- Comments on: Inference in multivariate Archimedean copula models (Q5970326) (← links)