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~person:"Yang, Jingping"
~subject:"Multivariate distribution"
~subject:"Portfolio selection"
~subject:"Theory"
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Search: subject_exact:"Multivariate Verteilung"
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Multivariate distribution
Portfolio selection
Theory
Multivariate Verteilung
9
Theorie
7
Statistical distribution
6
Statistische Verteilung
6
Ausreißer
2
Composite Bernstein copula
2
Copula
2
Credit risk
2
Estimation theory
2
Kreditrisiko
2
Multivariate Analyse
2
Multivariate analysis
2
Nichtparametrisches Verfahren
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Nonparametric statistics
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Outliers
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Portfolio-Management
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Schätztheorie
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Baker’s distribution
1
Consistency of a bivariate copula family
1
Copula construction
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Copula function
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Copula-based Markov process
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Credit risk analysis
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Derivat
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Distorted function
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Modified partial Dini derivative
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Portfolio credit risk model
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Probabilistic structure
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9
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Yang, Jingping
Okhrin, Ostap
38
Tiwari, Aviral Kumar
22
Smith, Michael S.
21
Reboredo, Juan Carlos
19
Härdle, Wolfgang
18
Einmahl, John H. J.
17
Kim, Jong-Min
17
Manner, Hans
17
Patton, Andrew J.
17
Segers, Johan
17
Songsak Sriboonchitta
17
Hammoudeh, Shawkat
15
Lucas, André
15
Prokhorov, Artem
15
Zimmer, David M.
15
Weiß, Gregor
14
Czado, Claudia
13
Fischer, Matthias
13
Hamori, Shigeyuki
13
Koopman, Siem Jan
13
Anatolyev, Stanislav
12
Chen, Xiaohong
12
Nguyen, Duc Khuong
12
Cherubini, Umberto
11
Fantazzini, Dean
11
Ghorbel, Ahmed
11
Heinen, Andréas
11
Ning, Cathy Q.
11
Okhrin, Yarema
11
Romagnoli, Silvia
11
Trivedi, Pravin K.
11
Weigert, Florian
11
Allen, David E.
10
Bouri, Elie
10
Embrechts, Paul
10
Oh, Dong Hwan
10
Shi, Peng
10
Uddin, Mohammed Gazi Salah
10
Wied, Dominik
10
Zhao, Yang
10
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Insurance / Mathematics & economics
6
ASTIN bulletin : the journal of the International Actuarial Association
1
Astin bulletin : the journal of the International Actuarial Association
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
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1
Asymptotic subadditivity/superadditivity of Value-at-Risk under tail dependence
Zhu, Wenhao
;
Li, Lujun
;
Yang, Jingping
;
Xie, Jiehua
; …
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1314-1369
Persistent link: https://www.econbiz.de/10014370668
Saved in:
2
Multivariate composite copulas
Xie, Jiehua
;
Fang, Jun
;
Yang, Jingping
;
Bu, Lan
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
1
,
pp. 145-184
Persistent link: https://www.econbiz.de/10012805743
Saved in:
3
Copula-based Markov process
Fang, Jun
;
Jiang, Fan
;
Liu, Yong
;
Yang, Jingping
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 166-187
Persistent link: https://www.econbiz.de/10012242005
Saved in:
4
Stochastic distortion and its transformed copula
Lin, Feng
;
Peng, Liang
;
Xie, Jiehua
;
Yang, Jingping
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011825432
Saved in:
5
Remarks on composite Bernstein copula and its application to credit risk analysis
Guo, Nan
;
Wang, Fang
;
Yang, Jingping
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 38-48
Persistent link: https://www.econbiz.de/10011783884
Saved in:
6
Composite Bernstein copulas
Yang, Jingping
;
Chen, Zhijin
;
Wang, Fang
;
Wang, Ruodu
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
2
,
pp. 445-475
Persistent link: https://www.econbiz.de/10011312277
Saved in:
7
Distorted mix method for constructing copulas with tail dependence
Li, Lujun
;
Yuen, K. C.
;
Yang, Jingping
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 77-89
Persistent link: https://www.econbiz.de/10010402723
Saved in:
8
Approximation of bivariate copulas by patched bivariate Fréchet copulas
Zheng, Yanting
;
Yang, Jingping
;
Huang, Jianhua Z.
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 246-256
Persistent link: https://www.econbiz.de/10008989331
Saved in:
9
A class of multivariate copulas with bivariate Fréchet marginal copulas
Yang, Jingping
;
Qi, Yongcheng
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 139-147
Persistent link: https://www.econbiz.de/10009517588
Saved in:
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