A copula-based approach to aggregation functions
| Year of publication: |
2006-10
|
|---|---|
| Authors: | Cardin, Marta ; Manzi, Maddalena |
| Institutions: | Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia |
| Subject: | Aggregation functions | supermodularity | Schur-concavity | copula | Archimedean copulae |
| Extent: | application/pdf |
|---|---|
| Series: | Working Papers. - ISSN 1828-6887. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Number 139 13 pages |
| Classification: | C02 - Mathematical Methods |
| Source: |
-
Aristondo, Oihana, (2011)
-
Monotone comparative statics with separable objective functions
Ewerhart, Christian, (2010)
-
A comparative analysis of correlation skew modeling techniques for CDO index tranches
Claudio, Ferrarese, (2006)
- More ...
-
Multivariate dependence modeling using copulas
Cardin, Marta, (2008)
-
Aggregation functions: an approach using copulae
Cardin, Marta, (2007)
-
Supermodular Binary Aggregation Operators and Copulae
Cardin, Marta, (2012)
- More ...