Funder
Leibniz-Rechenzentrum
Deutsche Forschungsgemeinschaft
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference38 articles.
1. Pair-copula constructions of multiple dependence;Aas;Insurance: Mathematics and economics,2009
2. Expected shortfall: A natural coherent alternative to value at risk;Acerbi;Economic Notes,2002
3. Coherent measures of risk;Artzner;Mathematical Finance,1999
4. Probability density decomposition for conditionally dependent random variables modeled by vines;Bedford;Annals of Mathematics and Artificial intelligence,2001
5. Vines–a new graphical model for dependent random variables;Bedford;The Annals of Statistics,2002