Zobrazeno 1 - 10
of 588
pro vyhledávání: '"multivariate dependence structure"'
Autor:
Cheung, Ka Chun, Lo, Ambrose
Publikováno v:
In Insurance Mathematics and Economics March 2014 55:180-190
Autor:
Ambrose Lo, Ka Chun Cheung
Publikováno v:
Insurance: Mathematics and Economics. 55:180-190
Mutual exclusivity is an extreme negative dependence structure that was first proposed and studied in Dhaene and Denuit (1999) in the context of insurance risks. In this article, we revisit this notion and present versatile characterizations of mutua
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::760072703463ea69930cbdb6d2a17ceb
https://doi.org/10.1016/j.insmatheco.2014.01.001
https://doi.org/10.1016/j.insmatheco.2014.01.001
Autor:
Crazzolara, Theo
Especially when considering a portfolio with multiple assets the dependence structure in-between them is crucial regarding the grade of diversification and risk assessment. Models which consist of the multivariate normal distribution are popular beca
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3361::64bb5fad031a39c1594055f20c10b6b1
Autor:
Allevi, E.1 elisabetta.allevi@unibs.it, Boffino, L.2 l.boffino@studenti.unibg.it, De Giuli, M. E.3 elena.degiuli@unipv.it, Oggioni, G.1 giorgia.oggioni@unibs.it
Publikováno v:
Annals of Operations Research. Mar2019, Vol. 274 Issue 1/2, p1-37. 37p.
Autor:
Cugnata, Federica1 (AUTHOR), Scarale, Maria Giovanna1 (AUTHOR), De Lorenzo, Rebecca2,3 (AUTHOR), Simonini, Marco4 (AUTHOR), Citterio, Lorena4 (AUTHOR), Querini, Patrizia Rovere2,3 (AUTHOR), Castagna, Antonella2,3 (AUTHOR), Di Serio, Clelia1,5 (AUTHOR) diserio.clelia@hsr.it, Lanzani, Chiara2,4 (AUTHOR)
Publikováno v:
Scientific Reports. 4/4/2023, Vol. 13 Issue 1, p1-9. 9p.
Autor:
Cannon, Alex J.1 (AUTHOR) alex.cannon@ec.gc.ca, Alford, Hunter1 (AUTHOR), Shrestha, Rajesh R.2 (AUTHOR), Kirchmeier‐Young, Megan C.3 (AUTHOR), Najafi, Mohammad Reza4 (AUTHOR)
Publikováno v:
Geoscience Data Journal. Nov2022, Vol. 9 Issue 2, p288-303. 16p.
Autor:
Zscheischler, Jakob1,2,3 (AUTHOR) jakob.zscheischler@climate.unibe.ch, Fischer, Erich M.3 (AUTHOR), Lange, Stefan4 (AUTHOR)
Publikováno v:
Earth System Dynamics. 2019, Vol. 10 Issue 1, p31-43. 13p.
In Europe gas is sold according to two main methods: long-term contract (LTCs) and hub pricing. Europe is moving towards a mix of long term and spot markets, but the eventual outcome is still unknown. The fall of the European gas demand combined with
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ecaee95481b768fd58799768dc775fe6
http://hdl.handle.net/11379/513884
http://hdl.handle.net/11379/513884
This paper deals with the problem of clustering dependent observations according to their underlying complex generating process. Di Lascio and Giannerini (Journal of Classification 29(1):50–75, 2012) introduced the CoClust, a clustering algorithm b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::70da040486401b37f4a5da79e017ecf5
http://hdl.handle.net/11585/570925
http://hdl.handle.net/11585/570925
Publikováno v:
Quarterly Journal of the Royal Meteorological Society; Oct2024, Vol. 150 Issue 765, p4771-4787, 17p