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![]() Date: 2015-12-09 07:27:53Mathematical analysis Probability Statistics Independence Multivariate statistics Probability theory Actuarial science Probability distributions Copula Comonotonicity Joint probability distribution Random variable | Add to Reading List |
![]() | Commutativity, Comonotonicity, and Choquet Integration of Self-adjoint Operators S. Cerreia-Vioglio? , F. Maccheroni? , M. Marinacci? , and L. Montrucchio ? Università Bocconi and IGIER and Collegio Carlo Alberto DecemDocID: 1u8NZ - View Document |
![]() | On the measurement of economic tail risk_final.dviDocID: 1oCap - View Document |
![]() | Composite Bernstein Copulas Jingping Yang∗ Zhijin Chen† Fang Wang‡DocID: 1o74C - View Document |
![]() | Detecting complete and joint mixability Giovanni Puccetti1 and Ruodu Wang2 1 2DocID: 1ny8L - View Document |
![]() | 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. ThDocID: 1nvaJ - View Document |