Risk Concentration Based on the Tail Distortion Risk Measure under Generalized FGM Copula.

Wenhua Lv Liheng Sang Guangjun Shen

Published in: IIKI (2016)

Keyphrases

dependence structure
decision making
information loss
monte carlo simulation
risk assessment
risk factors
error propagation
least squares
decision support system
risk management
risk analysis
natural disasters