Copulas are functions that join multivariate distribution functions to their one-dimensional margins. The study of copulas ...
Lire la suiteCopulas are functions that join multivariate distribution functions to their one-dimensional margins. The study of copulas ...
Lire la suitePresents some recent developments in correlated data analysis. It utilizes the class of dispersion models as marginal components ...
Lire la suitePortfolio analysis and optimization, together with the associated risk assessment and management, require knowledge of the ...
Lire la suitePortfolio analysis and optimization, together with the associated risk assessment and management, require knowledge of the ...
Lire la suiteThe study of the statistics of extreme events is an essential first step in the mitigation of natural catastrophies, that ...
Lire la suiteThis book puts numerical methods into action for the purpose of solving concrete problems arising in quantitative finance. ...
Lire la suiteClustered survival data are encountered in many scientific disciplines including human and veterinary medicine, biology, ...
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