英文标题：
《New copulas based on general partitions-of-unity and their applications
to risk management》
---
作者：
Dietmar Pfeifer, Herv\\\'e Awoumlac Tsatedem, Andreas M\\\"andle, C\\^ome
Girschig
---
最新提交年份：
2019
---
英文摘要：
We construct new multivariate copulas on the basis of a generalized infinite partition-of-unity approach. This approach allows - in contrast to finite partition-of-unity copulas - for tail-dependence as well as for asymmetry. A possibility of fitting such copulas to real data from quantitative risk management is also pointed out.
---
中文摘要：
我们在广义无限单位划分方法的基础上构造了新的多元copula。与单位连接函数的有限划分不同，这种方法允许尾部依赖和不对称。还指出了将这种连接函数与定量风险管理的真实数据拟合的可能性。
---
分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Risk Management 风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
--

---
PDF下载：
-->