首页
学术期刊
论文检测
AIGC检测
热点
更多
数据
Archimedean copulas: Prescriptions and proscriptions.
被引:0
|
作者
:
Nelsen, Roger B.
论文数:
0
引用数:
0
h-index:
0
Nelsen, Roger B.
机构
:
来源
:
INSURANCE MATHEMATICS & ECONOMICS
|
2006年
/ 39卷
/ 03期
关键词
:
dependence modelling;
copulas;
D O I
:
暂无
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:399 / 399
页数:1
相关论文
共 50 条
[21]
Sampling from Archimedean copulas
Whelan, N
论文数:
0
引用数:
0
h-index:
0
机构:
Bank Nova Scotia, Trade Floor Risk Management, Toronto, ON M5H 1H1, Canada
Bank Nova Scotia, Trade Floor Risk Management, Toronto, ON M5H 1H1, Canada
Whelan, N
QUANTITATIVE FINANCE,
2004,
4
(03)
: 339
-
352
[22]
ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE
Beare, Brendan K.
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Calif San Diego, Dept Econ, La Jolla, CA 92093 USA
Univ Calif San Diego, Dept Econ, La Jolla, CA 92093 USA
Beare, Brendan K.
ECONOMETRIC THEORY,
2012,
28
(06)
: 1165
-
1185
[23]
PRESCRIPTIONS AND PROSCRIPTIONS - TAXONOMY AND A FIELD EXPERIMENT ON CONFORMITY EFFECTS
TORNBLOM, KY
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV NEW BRUNSWICK,FREDERICTON E3B 5A,NEW BRUNSWICK,CANADA
TORNBLOM, KY
BIDDLE, BJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV NEW BRUNSWICK,FREDERICTON E3B 5A,NEW BRUNSWICK,CANADA
BIDDLE, BJ
EUROPEAN JOURNAL OF SOCIAL PSYCHOLOGY,
1976,
6
(01)
: 111
-
114
[24]
Tails of multivariate Archimedean copulas.
Charpentier, Arthur
论文数:
0
引用数:
0
h-index:
0
Charpentier, Arthur
Segers, Johan
论文数:
0
引用数:
0
h-index:
0
Segers, Johan
INSURANCE MATHEMATICS & ECONOMICS,
2006,
39
(03):
: 412
-
412
[25]
Exact simulation of reciprocal Archimedean copulas
Mai, Jan-Frederik
论文数:
0
引用数:
0
h-index:
0
机构:
XAIA Investment, Sonnenstr 19, D-80331 Munich, Germany
XAIA Investment, Sonnenstr 19, D-80331 Munich, Germany
Mai, Jan-Frederik
STATISTICS & PROBABILITY LETTERS,
2018,
141
: 68
-
73
[26]
Matrix-Tilted Archimedean Copulas
Hofert, Marius
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Waterloo, Dept Stat & Actuarial Sci, 200 Univ Ave West, Waterloo, ON N2L 3G1, Canada
Univ Waterloo, Dept Stat & Actuarial Sci, 200 Univ Ave West, Waterloo, ON N2L 3G1, Canada
Hofert, Marius
Ziegel, Johanna F.
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Bern, Inst Math Stat & Actuarial Sci, Alpeneggstr 22, CH-3012 Bern, Switzerland
Univ Waterloo, Dept Stat & Actuarial Sci, 200 Univ Ave West, Waterloo, ON N2L 3G1, Canada
Ziegel, Johanna F.
RISKS,
2021,
9
(04)
[27]
CHARACTERIZATIONS OF ARCHIMEDEAN n-COPULAS
Wysocki, Wlodzimierz
论文数:
0
引用数:
0
h-index:
0
机构:
Polish Acad Sci, Inst Comp Sci, PL-01248 Warsaw, Poland
Polish Acad Sci, Inst Comp Sci, PL-01248 Warsaw, Poland
Wysocki, Wlodzimierz
KYBERNETIKA,
2015,
51
(02)
: 212
-
230
[28]
Simulating from exchangeable Archimedean copulas
Wu, Florence
论文数:
0
引用数:
0
h-index:
0
机构:
Genworth Financial Inc, Sydney, NSW, Australia
Genworth Financial Inc, Sydney, NSW, Australia
Wu, Florence
Valdez, Emiliano
论文数:
0
引用数:
0
h-index:
0
机构:
Fac Commerce & Econ, Sch Actuarial Studies, Sydney, NSW, Australia
Genworth Financial Inc, Sydney, NSW, Australia
Valdez, Emiliano
Sherris, Michael
论文数:
0
引用数:
0
h-index:
0
机构:
Fac Commerce & Econ, Sch Actuarial Studies, Sydney, NSW, Australia
Genworth Financial Inc, Sydney, NSW, Australia
Sherris, Michael
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,
2007,
36
(05)
: 1019
-
1034
[29]
CDO pricing with nested Archimedean copulas
Hofert, Marius
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Ulm, Inst Number Theory & Probabil Theory, D-89081 Ulm, Germany
Univ Ulm, Inst Number Theory & Probabil Theory, D-89081 Ulm, Germany
Hofert, Marius
Scherer, Matthias
论文数:
0
引用数:
0
h-index:
0
机构:
Tech Univ Munich, HVB Stiftungsinst Finanzmath, D-85748 Garching, Germany
Univ Ulm, Inst Number Theory & Probabil Theory, D-89081 Ulm, Germany
Scherer, Matthias
QUANTITATIVE FINANCE,
2011,
11
(05)
: 775
-
787
[30]
An Application of Archimedean Copulas for Meteorological Data
Najjari, Vadoud
论文数:
0
引用数:
0
h-index:
0
机构:
Islamic Azad Univ, Maragheh Branch, Maragheh, Iran
Islamic Azad Univ, Maragheh Branch, Maragheh, Iran
Najjari, Vadoud
Unsal, Mehmet Guray
论文数:
0
引用数:
0
h-index:
0
机构:
Gazi Univ, Dept Stat, Ankara, Turkey
Islamic Azad Univ, Maragheh Branch, Maragheh, Iran
Unsal, Mehmet Guray
GAZI UNIVERSITY JOURNAL OF SCIENCE,
2012,
25
(02):
: 417
-
424
←
1
2
3
4
5
→