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    WSC
    2007
    118views Modeling And Simulation» more  WSC 2007»
    Analysis and generation of random vectors with copulas
    14 years 2 months ago
    Analysis and generation of random vectors with copulas
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    Copulas are used in finance and insurance for modeling stochastic dependency. They comprehend the entire dependence structure, not only the correlations. Here they are estimated ...
    Johann Christoph Strelen, Feras Nassaj
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