//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Rearrangement algorithm"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Positive dependence"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Rearrangement algorithm
Positive dependence
18
positive dependence
11
Copula
6
Theorie
5
Theory
5
Fréchet class
4
affiliation
4
auctions
4
conditional independence
4
minimally informative random variable
4
pure strategy equilibrium
4
revenue ranking
4
statistical dependence of types
4
Risiko
3
Risk
3
Risk aggregation
3
Convex risk measures
2
Coupling method
2
Deductible insurance
2
Dependence uncertainty
2
Dependent risk
2
Model risk
2
Model uncertainity
2
Multi-component cumulative damage shock model
2
Operational Risk
2
Opportunistic maintenance
2
Optimal insurance
2
PDS
2
Primary 60E15
2
Risikomanagement
2
Risikomaß
2
Risk management
2
Risk measure
2
Secondary 60K10
2
Stochastic comparison
2
Stochastic process
2
Stochastischer Prozess
2
Value-at-Risk
2
de Finetti's theorem
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Embrechts, Paul
2
Puccetti, Giovanni
2
Rüschendorf, Ludger
2
Published in...
All
Journal of Banking & Finance
1
Journal of banking & finance
1
Source
All
ECONIS (ZBW)
1
RePEc
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Model uncertainty and VaR aggregation
Embrechts, Paul
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2750-2764
Persistent link: https://www.econbiz.de/10009776377
Saved in:
2
Model uncertainty and VaR aggregation
Embrechts, Paul
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of Banking & Finance
37
(
2013
)
8
,
pp. 2750-2764
possibly in the several hundreds. We show that additional
positive
dependence
information will typically not improve the upper …
Persistent link: https://www.econbiz.de/10011065725
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->