Tail Conditional Expectations Based on Kumaraswamy Dispersion Models
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- Lin, Feng & Peng, Liang & Xie, Jiehua & Yang, Jingping, 2018. "Stochastic distortion and its transformed copula," Insurance: Mathematics and Economics, Elsevier, vol. 79(C), pages 148-166.
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- Indranil Ghosh, 2017. "Bivariate Kumaraswamy Models via Modified FGM Copulas: Properties and Applications," JRFM, MDPI, vol. 10(4), pages 1-13, November.
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Keywords
bounded risk; tail value-at-risk; asymmetric losses; tail conditional expectations; bivariate Kumaraswamy distribution; bivariate Kumaraswamy type copulas; copula-based tail conditional expectation;All these keywords.
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