Pages that link to "Item:Q746883"
From MaRDI portal
The following pages link to Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (Q746883):
Displaying 5 items.
- Generating unfavourable VaR scenarios under Solvency II with patchwork copulas (Q2063751) (← links)
- Rank-based methods for modeling dependence between loss triangles (Q2356636) (← links)
- Copulas checker-type approximations: Application to quantiles estimation of sums of dependent random variables (Q5077243) (← links)
- Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data (Q5857119) (← links)
- Total effects with constrained features (Q6547752) (← links)
