Results 211 to 220 of about 2,224 (241)
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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
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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.
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Review of applications of copula techniques to finance, with special focus on dynamic consistency.
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2004
The capital requirement from financial institutions is based on the amount of risk carried in their portfolios.
Jürgen Franke +2 more
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The capital requirement from financial institutions is based on the amount of risk carried in their portfolios.
Jürgen Franke +2 more
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On the α-migrativity of semicopulas, quasi-copulas, and copulas
Information Sciences, 2010Humberto Bustince +2 more
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On the α-migrativity of multivariate semi-copulas
Information Sciences, 2012Juan Fernandez-Sanchez +1 more
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Multivariate hydrological frequency analysis using copulas
Water Resources Research, 2004Salaheddine El Adlouni
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The Joy of Copulas: Bivariate Distributions with Uniform Marginals
American Statistician, 1986Christian Genest
exaly
A class of multivariate copulas with bivariate Fréchet marginal copulas
Insurance: Mathematics and Economics, 2009Yongcheng Qi +2 more
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