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Modelling random vectors of dependent risks with different elliptical components
Zinoviy Landsman
, Tomer Shushi
Department of Statistics
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peer-review
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Business & Economics
Dependent Risks
100%
Value at Risk
74%
Capital Allocation
41%
Risk Capital
41%
Modeling
39%
Risk Measures
34%
Elliptical Distribution
27%
Multivariate Distribution
25%
Student-t Distribution
23%
Characteristic Function
21%
Density Function
21%
Covariance Matrix
18%
Copula
18%
Linear Regression
17%
Random Variables
17%
Financial Data
17%
Finance
16%
Insurance
12%
Alternatives
8%
Mathematics
Random Vector
67%
Dependent
45%
Modeling
44%
Value at Risk
36%
Risk Measures
33%
Calculate
21%
Elliptical Distribution
18%
Financial Data
17%
t-distribution
15%
Multivariate Distribution
14%
Insurance
14%
Finance
14%
Copula
14%
Marginal Distribution
14%
Linear regression
13%
Characteristic Function
13%
Density Function
13%
Family
12%
Covariance matrix
12%
Degree of freedom
12%
Tail
12%
Univariate
11%
Random variable
9%
Model
8%
Alternatives
8%