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Worst VaR scenarios with given marginals and measures of association
Kaas, Rob; Laeven, Roger J.A.; Nelsen, Roger B. - In: Insurance / Mathematics & economics 44 (2009) 2, pp. 146-158
Persistent link: https://www.econbiz.de/10008237887
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On the construction of copulas and quasi-copulas with given diagonal sections
Nelsen, Roger B.; Quesada-Molina, José Juan; … - In: Insurance / Mathematics & economics 42 (2008) 2, pp. 473-483
Persistent link: https://www.econbiz.de/10007988428
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Directional dependence in multivariate distributions
Nelsen, Roger B.; Úbeda-Flores, Manuel - In: Annals of the Institute of Statistical Mathematics : AISM 64 (2012) 3, pp. 677-686
Persistent link: https://www.econbiz.de/10009821823
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On the construction of copulas and quasi-copulas with given diagonal sections
Nelsen, Roger B.; Quesada-Molina, José Juan; … - In: Insurance / Mathematics & economics 42 (2008) 2, pp. 473-484
Persistent link: https://www.econbiz.de/10008879722
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Worst VaR scenarios with given marginals and measures of association
Kaas, Rob; Laeven, Roger J.A.; Nelsen, Roger B. - In: Insurance / Mathematics & economics 44 (2009) 2, pp. 146-159
Persistent link: https://www.econbiz.de/10008890294