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~subject:"Multivariate distribution"
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Multivariate distribution
Theorie
128
Theory
128
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86
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86
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79
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78
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78
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Multivariate Verteilung
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Entscheidung unter Risiko
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Embrechts, Paul
11
Dias, Alexandra
4
Wang, Ruodu
4
Lin, Liyuan
2
McNeil, Alexander J.
2
Yang, Jingping
2
Chen, Zhijin
1
Frey, Rüdiger
1
Hofert, Marius
1
Höing, Andrea
1
Juri, Alessandro
1
Koike, Takaaki
1
Lindskog, Filip
1
Mao, Tiantian
1
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1
Qi, Yongcheng
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1
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1
Finance and stochastics
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Handbook of Insurance : Volume II
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1
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:
2
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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3
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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4
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:
5
Invariant correlation under marginal transforms
Koike, Takaaki
;
Lin, Liyuan
;
Wang, Ruodu
-
2024
Persistent link: https://www.econbiz.de/10015073822
Saved in:
6
The checkerboard copula and dependence concepts
Lin, Liyuan
;
Wang, Ruodu
;
Zhang, Ruixun
;
Zhao, Chaoyi
-
2024
Persistent link: https://www.econbiz.de/10015374981
Saved in:
7
Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian
;
Yang, Fan
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
Saved in:
8
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:
9
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
Saved in:
10
Quantitative risk management : concepts, techniques and tools
McNeil, Alexander J.
;
Frey, Rüdiger
;
Embrechts, Paul
-
2005
Persistent link: https://www.econbiz.de/10002934295
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