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Copula
Results: 1166

#	Item
121	Composite Bernstein Copulas Jingping Yang∗ Zhijin Chen† Fang Wang‡ Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2015-01-03 22:39:07 Independence Actuarial science Multivariate statistics Statistics Copula Analysis Vine copula U1 Comonotonicity
122	Ruodu Wang, Ph.D. Curriculum Vitae Assistant Professor Department of Statistics and Actuarial Science University of Waterloo Mathematics 3, 200 University Avenue West Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2016-03-22 21:27:28 Actuarial science Insurance Statistics Economy Applied mathematics Risk Demography Copula Actuary Coherent risk measure Mathematical finance Probability
123	Topics in Actuarial Science Copula and Dependence Modeling ACTSC 991, Winter 2014 Instructor: Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2014-01-10 13:34:21
124	Jackknife Empirical Likelihood for Parametric Copulas Ruodu Wang∗, Liang Peng†and Jingping Yang‡ July 10, 2012 Abstract Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2012-07-09 19:12:17 Statistics Estimation theory Statistical theory Maximum likelihood estimation Copula Multiplier Likelihood function Confidence interval
125	CreditRisk + Model with Dependent Risk Factors Ruodu Wang∗, Liang Peng† and Jingping Yang‡ October 6, 2014 Abstract The CreditRisk + model is widely used in industry for computing the loss of a credit portfolio. Th Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2014-10-06 11:54:54 Actuarial science Statistics Independence Probability Covariance and correlation Mathematical analysis Multivariate statistics Copula Financial risk Variance Risk Comonotonicity
126	Dependence Uncertainty Extreme Negative Dependence Convergence Problems Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2014-05-23 07:28:47 Independence Actuarial science Multivariate statistics Copula
127	A Class of Multivariate Copulas with Bivariate Fr´ echet Marginal Copulas Jingping Yang∗ Yongcheng Qi† Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2009-04-30 02:57:14 Independence Covariance and correlation Actuarial science Multivariate statistics Copula U1 Comonotonicity Correlation and dependence Joint probability distribution
128	Risk Aggregation with Dependence Uncertainty Carole Bernard∗, Xiao Jiang† and Ruodu Wang‡ November 2013§ Abstract Risk aggregation with dependence uncertainty refers to the sum of individual risks with Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2016-03-25 06:23:06 Actuarial science Financial risk Independence Applied mathematics Mathematical analysis Economy Mathematical finance Convex analysis Copula Coherent risk measure Convex function Comonotonicity
129	The t Copula and Related Copulas Stefano Demarta & Alexander J. McNeil Department of Mathematics Federal Institute of Technology ETH Zentrum CH-8092 Zurich Add to Reading List Source URL: www.macs.hw.ac.uk Language: English - Date: 2006-09-27 08:41:55
130	Journal of Multivariate Analysis–167 Contents lists available at ScienceDirect Journal of Multivariate Analysis journal homepage: www.elsevier.com/locate/jmva Add to Reading List Source URL: my.unil.ch Language: English Estimation theory Statistics M-estimators Maximum likelihood estimation Statistical theory Estimator Parametric model Fisher information Confidence interval Generalized method of moments Likelihood function Copula

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