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  • Procedure for Simulation with Constructed Copulas
    example, the method allows one to model tail behavior scenarios while holding the core of the joint distribution ... named CopulaExample.xls is provided to illustrate the method, including its use in Monte Carlo simulation ...

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    • Authors: Donald Behan, Samuel Cox
    • Date: May 2007
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods