请选择 进入手机版 | 继续访问电脑版

对多元金融风险的有条件尾部期望

[复制链接]
发布于 2018-2-11 15:29:59 | 显示全部楼层 |阅读模式
外文翻译
推荐等级:  
外文概要: -
外文标题: Copula conditional tail expectation for multivariate financial risks
外文摘要: Abstract. Our goal in this paper is to propose an alternative risk measure which takes into
account the fluctuations of losses and possible correlations between random variables. This
new notion of risk measures, that we call Copula Conditional Tail Expectation describes
the expected amount of risk that can be experienced given that a potential bivariate risk
exceeds a bivariate threshold value, and provides an important measure for right-tail risk.
An application to real financial data is given
英关键词: Conditional tail expectation; Positive quadrant dependence; Copulas; Dependence measure; Risk management; Market models
正文摘录: -
外文格式: 全英文PDF
外文结构: -
外文单词: -
外文字符: -
外文出处: -
外文年份: -
外文附图:
译文标题: 对多元金融风险的有条件尾部期望
译文概要: -
译文摘要: -
译文格式: WORD
中关键词: -
译文字数: -
译文作者: -
外文性质: 定制外文 
外文详情: -

1-s2.0-S1319516617301238-main.pdf

 
若上述预览未显示,请刷新页面。提供专业人工翻译服务,可联系客服,QQ:1799162066
 

1-s2.0-S1319516617301238-main.pdf

360.11 KB

检索服务费: 10 元  [购买]

回复

使用道具 举报

快速回复 返回顶部 返回列表