4

Worst-Case Range Value-at-Risk with Partial Information

Year:
2018
Language:
english
File:
PDF, 520 KB
english, 2018
13

Decomposing correlated random walks on common and counter movements

Year:
2020
Language:
english
File:
PDF, 336 KB
english, 2020
27

Stochastic distortion and its transformed copula

Year:
2018
Language:
english
File:
PDF, 430 KB
english, 2018
50

Distorted Mix Method for constructing copulas with tail dependence

Year:
2014
Language:
english
File:
PDF, 863 KB
english, 2014