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~subject:"Multivariate distribution"
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Multivariate distribution
Theorie
148
Theory
148
Risk measure
86
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85
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85
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85
Risk management
76
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75
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39
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39
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18
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18
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Multivariate Verteilung
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10
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Entscheidung unter Unsicherheit
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English
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Embrechts, Paul
11
Dias, Alexandra
4
Wang, Ruodu
4
Lin, Liyuan
2
McNeil, Alexander J.
2
Rüschendorf, Ludger
2
Yang, Jingping
2
Chen, Zhijin
1
Frey, Rüdiger
1
Hofert, Marius
1
Höing, Andrea
1
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1
Koike, Takaaki
1
Lindskog, Filip
1
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Qi, Yongcheng
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Working paper / Department of Econometrics and Business Statistics, Monash University
2
Astin bulletin : the journal of the International Actuarial Association
1
Finance and stochastics
1
Handbook of Insurance : Volume II
1
Handbook of heavy tailed distributions in finance
1
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1
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1
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Journal of international money and finance
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Model uncertainty and VaR aggregation
Embrechts, Paul
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2750-2764
Persistent link: https://www.econbiz.de/10009776377
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2
Mathematical risk analysis : dependence, risk bounds, optimal allocations and portfolios
Rüschendorf, Ludger
-
2013
Persistent link: https://www.econbiz.de/10009729189
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3
Linear correlation and EVT : properties and caveats
Embrechts, Paul
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
1
,
pp. 30-39
Persistent link: https://www.econbiz.de/10003825739
Saved in:
4
Copulas : a personal view
Embrechts, Paul
- In:
The journal of risk and insurance : the journal of the …
76
(
2009
)
3
,
pp. 639-650
Persistent link: https://www.econbiz.de/10003877764
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5
A class of multivariate copulas with bivariate Fréchet marginal copulas
Yang, Jingping
;
Qi, Yongcheng
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 139-147
Persistent link: https://www.econbiz.de/10009517588
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6
Composite Bernstein copulas
Yang, Jingping
;
Chen, Zhijin
;
Wang, Fang
;
Wang, Ruodu
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
2
,
pp. 445-475
Persistent link: https://www.econbiz.de/10011312277
Saved in:
7
Invariant correlation under marginal transforms
Koike, Takaaki
;
Lin, Liyuan
;
Wang, Ruodu
-
2024
Persistent link: https://www.econbiz.de/10015073822
Saved in:
8
The checkerboard copula and dependence concepts
Lin, Liyuan
;
Wang, Ruodu
;
Zhang, Ruixun
;
Zhao, Chaoyi
-
2024
Persistent link: https://www.econbiz.de/10015374981
Saved in:
9
Using copulae to bound the Value-at-Risk for functions of dependent risks
Embrechts, Paul
;
Höing, Andrea
;
Juri, Alessandro
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 145-167
Persistent link: https://www.econbiz.de/10001762730
Saved in:
10
Modelling dependence with copulas and applications to risk management
Embrechts, Paul
;
Lindskog, Filip
;
McNeil, Alexander J.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 329-384)
.
2003
Persistent link: https://www.econbiz.de/10001882115
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