"Risk aggregation with empirical margins: Latin hypercubes, empirical ..."

Georg Mainik (2015)

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DOI: 10.1016/J.JMVA.2015.07.008

access: open

type: Journal Article

metadata version: 2021-02-17

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Georg Mainik:
Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions. J. Multivar. Anal. 141: 197-216 (2015)

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