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  • Multivariate Dependence Modeling Using Pair-Copulas
    Multivariate Dependence Modeling Using Pair-Copulas In the copula literature there are many bivariate distribution families but very few higher dimensional ones. Moreover, most of these are ...

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    • Authors: Doris Y Schirmacher, Ernesto Schirmacher
    • Date: May 2009
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Topics: Actuarial Profession>Professional development; Enterprise Risk Management>Financial management; Modeling & Statistical Methods>Stochastic models