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    EUSFLAT
    2007
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    Bounds for Value at Risk for Asymptotically Dependent Assets - the Copula Approach
    13 years 6 months ago
    Bounds for Value at Risk for Asymptotically Dependent Assets - the Copula Approach
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    The theory of copulas provides a useful tool for modeling dependence in risk management. In insurance and finance, as well as in other applications, dependence of extreme events ...
    Piotr Jaworski
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