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Št. zadetkov: 2
Discrete copulas and quasi-copulas
Lina Ivanova, Nik Stopar
Diplomsko delo
Oznake: copulas;quasi-copulas;bistochastic measure;bistochastic matrix;
The thesis gives a brief introduction to two dimensional copulas and related functions. Firstly, we present copulas, their usage and according history. Furthermore, in the text we include some examples and visual representations for this purpose. Copulas are cumulative distribution functions defi ...
Leto: 2022 Vir: Fakulteta za elektrotehniko (UL FE)
Hierarchical risk aggregation using aggregation trees and copulas
Lina Ivanova, Nik Stopar, Bojana Milošević
Magistrsko delo
Oznake: copula;risk;hierarchical aggregation;aggregation trees;risk measures;sample reordering algorithm;
Several historical financial crises have repeatedly demonstrated the importance of accurately modeling dependence structures between different sources of risk. Financial institutions face significant challenges in managing and aggregating risks across portfolios while at the same time assessing poss ...
Leto: 2026 Vir: Fakulteta za gradbeništvo in geodezijo (UL FGG)
Št. zadetkov: 2
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