<--- Back to Details
First PageDocument Content
Mathematical analysis / Probability / Statistics / Independence / Multivariate statistics / Probability theory / Actuarial science / Probability distributions / Copula / Comonotonicity / Joint probability distribution / Random variable
Date: 2015-12-09 07:27:53
Mathematical analysis
Probability
Statistics
Independence
Multivariate statistics
Probability theory
Actuarial science
Probability distributions
Copula
Comonotonicity
Joint probability distribution
Random variable

Extremal Dependence Concepts

Add to Reading List

Source URL: sas.uwaterloo.ca

Download Document from Source Website

File Size: 1,27 MB

Share Document on Facebook

Similar Documents

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 Decem

DocID: 1u8NZ - View Document

Financial risk / Mathematical finance / Actuarial science / Expected shortfall / Value at risk / Risk measure / Expected value / Variance / Spectral risk measure / Comonotonicity / It diffusion / Beta distribution

On the measurement of economic tail risk_final.dvi

DocID: 1oCap - View Document

Independence / Actuarial science / Multivariate statistics / Statistics / Copula / Analysis / Vine copula / U1 / Comonotonicity

Composite Bernstein Copulas Jingping Yang∗ Zhijin Chen† Fang Wang‡

DocID: 1o74C - View Document

Mathematical analysis / Probability / Analysis / Probability distributions / Generalized functions / Variance / Distribution / Comonotonicity / Expected value

Detecting complete and joint mixability Giovanni Puccetti1 and Ruodu Wang2 1 2

DocID: 1ny8L - View Document

Actuarial science / Statistics / Independence / Probability / Covariance and correlation / Mathematical analysis / Multivariate statistics / Copula / Financial risk / Variance / Risk / Comonotonicity

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

DocID: 1nvaJ - View Document