Upper Comonotonicity and Risk Aggregation Under Dependence Uncertainty
ABSTRACT In this paper, we study dependence uncertainty and the resulting effects on tail risk measures, which play a fundamental role in modern risk management. We introduce the notion of a regular dependence measure, defined on multimarginal couplings, as a generalization of well‐known correlation statistics such as the Pearson correlation. The first
Corrado De Vecchi +2 more
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Modulation instability analysis and deriving soliton solutions of new nonlocal Lakshmanan-Porserzian-Daniel equation. [PDF]
Rabie WB, Abbas W, Ramadan ME, Ahmed HM.
europepmc +1 more source
ABSTRACT This paper examines the complex relationship between government debt and income distribution within a post‐Keynesian framework. Extending the model of You and Dutt (1996), we model both capitalists and workers as holders of government bonds, enabling a more nuanced analysis of income distribution dynamics.
Hagen M. Krämer +2 more
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Unveiling diverse solitons in the quintic perturbed Gerdjikov-Ivanov model via a modified extended mapping method. [PDF]
Hussein HH +3 more
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Bifurcation analysis of small amplitude unidirectional waves for nonlinear Schrödinger equations with fractional derivatives. [PDF]
Aderyani SR +3 more
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Algebraic Varieties and Analytic Varieties
openaire +1 more source
Wave modelling of 3 + 1 dimensional Wazwaz Kaur Boussinesq equation with the bilinear neural network method. [PDF]
Shahen NHM +4 more
europepmc +1 more source
Evidence for compositionality in fMRI visual representations via Brain Algebra. [PDF]
Ferrante M +3 more
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Hybrid decision support system disaster management: application of lattice ordered q-rung linear Diophantine fuzzy hypersoft sets. [PDF]
Vimala J +5 more
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