Maximum Spectral Measures of Risk with Given Risk Factor Marginal Distributions.
Mario GhossoubJesse HallDavid SaundersPublished in: Math. Oper. Res. (2023)
Keyphrases
- risk factors
- marginal distributions
- high risk
- risk assessment
- joint distribution
- probability distribution
- risk management
- wavelet coefficients
- dependence structure
- contingency tables
- statistical methods
- linear combination
- random fields
- random variables
- wavelet transform
- gaussian distribution
- model selection
- feature vectors
- network security
- supervised learning
- small number