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Copula theory and probabilistic sensitivity analysis : is there a connection?
Plischke, Elmar; Borgonovo, Emanuele - In: European journal of operational research : EJOR 277 (2019) 3, pp. 1046-1059
Persistent link: https://www.econbiz.de/10012102237
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Sensitivity analysis of decision making under dependent uncertainties using copulas
Wang, Tianyang; Dyer, James S.; Hahn, Warren J. - In: EURO Journal on decision processes 5 (2017) 1/4, pp. 117-139
Persistent link: https://www.econbiz.de/10011777820
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Probabilistic assessment of complex system consisting three subsystems, multi-failure threats and copula repair approach
Jibril, Abbas Bin; Singh, V. V.; Rawal, Dilip Kumar - In: International journal of quality & reliability management 40 (2023) 1, pp. 83-102
Persistent link: https://www.econbiz.de/10013535624
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Copula sensitivity analysis for portfolio credit derivatives
Lei, Lei; Peng, Yijie; Fu, Michael; Hu, Jian-Qiang - In: European journal of operational research : EJOR 308 (2023) 1, pp. 455-466
Persistent link: https://www.econbiz.de/10014283065
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Herfindahl-Hirschman index level of concentration values modification and analysis of their change
Brezina, Ivan; Pekár, J.; Čičková, Z.; Reiff, M. - In: Central European journal of operations research : CEJOR … 24 (2016) 1, pp. 49-72
Persistent link: https://www.econbiz.de/10011665716
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Risk aggregation with copula for banking industry
Yoshiba, Toshinao - 2015
Persistent link: https://www.econbiz.de/10011375924
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The joint distribution of stock returns is not elliptical
Chicheportiche, Rémy; Bouchaud, Jean-Philippe - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-23
Persistent link: https://www.econbiz.de/10009624498
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Constructing discrete unbounded distributions with Gaussian-copula dependence and given rank correlation
Avramidis, Athanassios N. - In: INFORMS journal on computing : JOC 26 (2014) 2, pp. 269-279
Persistent link: https://www.econbiz.de/10010362443
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Envelope theorems for multistage linear stochastic optimization
Terça, Gonçalo; Wozabal, David - In: Operations research 69 (2021) 5, pp. 1608-1629
Persistent link: https://www.econbiz.de/10012661077
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Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio
Brito, Rui Pedro; Júdice, Pedro - In: International transactions in operational research : a … 29 (2022) 4, pp. 2613-2648
Persistent link: https://www.econbiz.de/10012815220