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Assessing High-Risk Scenarios by Full-Range Tail Dependence Copulas Report
for the upper tail of Ĉ. If Ĉ(u, . . . , u) ∼ λu with 0 < λ ≤ 1, as u→ 0+, then C has usual upper tail ... → x0 ⇐⇒ limx→x0 g(x)/h(x) = 1. If Ĉ(u, . . . , u) ∼ uκ`(u), as u → 0+, with ` a slowly varying function1 ...- Authors: Lei Hua
- Date: Dec 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Cybersecurity Insurance: Modeling and Pricing
node 3 has the largest chance to be infected. Table 1 presents the infections and related losses for ... the upper bounds are rather conservative. Table 1 Simulation Based on the Markov Model, Where ...- Authors: Maochao Xu, Lei Hua
- Date: Apr 2017
- Competency: External Forces & Industry Knowledge
- Topics: General Insurance (Property & Casualty)