Results 231 to 240 of about 7,683 (263)
Some of the next articles are maybe not open access.
Some results on a transformation of copulas and quasi-copulas
Information Sciences, 2014zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ali Dolati +2 more
openaire +2 more sources
Kybernetika, 2010
Summary: Based on a recent representation of copulas invariant under univariate conditioning, a new class of copulas linked to a distortion of the identity function is introduced and studied.
Radko Mesiar, Monika Pekárová
openaire +2 more sources
Summary: Based on a recent representation of copulas invariant under univariate conditioning, a new class of copulas linked to a distortion of the identity function is introduced and studied.
Radko Mesiar, Monika Pekárová
openaire +2 more sources
2011
Review of applications of copula techniques to finance, with special focus on dynamic consistency.
openaire +2 more sources
Review of applications of copula techniques to finance, with special focus on dynamic consistency.
openaire +2 more sources
2004
The capital requirement from financial institutions is based on the amount of risk carried in their portfolios.
Jürgen Franke +2 more
openaire +1 more source
The capital requirement from financial institutions is based on the amount of risk carried in their portfolios.
Jürgen Franke +2 more
openaire +1 more source
Correlation and risk measurement modeling: A Markov-switching mixed Clayton copula approach
Reliability Engineering and System Safety, 2020Rui Peng
exaly
Copula Modelling to Analyse Financial Data
Journal of Risk and Financial Management, 2022Shuangzhe Liu +2 more
exaly