1) Symmetric Bernstein Copula
对称Bernstein Copula
1.
Symmetric Bernstein Copula;
对称Bernstein Copula
2) dual of a copula
对偶copula
1.
Bounds of the dual of a copula and its properties;
对偶copula的界及其性质
3) Co-copula
协copula
1.
Bounds of the Co-copula and its Properties;
协copula的界及其性质
4) copula function
Copula函数
1.
Derivation of design flood hydrograph based on Copula function;
基于Copula函数的设计洪水过程线方法
2.
Random simulation of flood hydrographs based on Copula function;
基于Copula函数的洪水过程随机模拟
3.
The Study of Financial Risk Measurement Based on Copula Function
基于Copula函数的金融风险度量研究
6) Copula functions
Copula函数
1.
Risk analysis of Portfolio is studied; by comparing Copula functions and the traditional VaR methods,-mixing copula is made.
基于Copula函数对金融市场风险价值(VaR)的研究,构造出一种新的混合Copula,并与传统的方法进行了比较。
2.
On the basis of in-depth study of Copula Theory, the paper systematically derives from the Copula functions of the non-linear correlation measure and studies the parameter estimation problem of Copula functions, and then discusses the advantage when we use the Copula function in the financial analysis.
在深入探讨Copula理论的基础上,本文系统研究了由Copula函数导出的非线性相关性测度及其参数估计问题,并论述了Copula函数在金融分析上的应用优势。
3.
In section two,we use some special Copula functions as examples to conduct some special integro-differential equations satisfied by the Gerber-Shiu discounted penalty function which are identical with references,which proves this pap
根据内容本文分为以下四章:第一章主要介绍了分红风险模型从独立模型到相依模型的发展过程,并引进了随机变量之间的Copula相依,接着介绍了一些关于Copula函数理论的知识。
补充资料：对称与非对称
反映客观事物在结构、功能、时空上的特殊联系的范畴。对称指事物以一定的中介进行某种变化时出现的不变性，非对称指事物以一定的中介进行某种变化时出现的可变性。在自然界中普遍存在，形式多样。对称有空间对称(包括形象对称和结构对称)、时间对称、概念对称等。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条