Measuring exposure to dependence risk with random Bernstein copula scenarios.

Published in: Eur. J. Oper. Res. (2018)

Keyphrases

dependence structure
marginal distributions
random vectors
higher order statistics
markov networks
risk management
high risk
risk assessment
machine learning
real world
expert systems
real time
multiscale
application scenarios
decision making
case study
uniformly distributed
neural network
data sets