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ORCIDInternational Journal of Approximate Reasoning, Volume 65
Volume 65, October 2015
- Serena Doria:
Coherent conditional measures of risk defined by the Choquet integral with respect to Hausdorff outer measure and stochastic independence in risk management. 1-10 - Qingsong Shan
, Tanes Wongyang, Tonghui Wang, Santi Tasena:
A measure of mutual complete dependence in discrete variables through subcopula. 11-23 - Zheng Wei, Tonghui Wang, Phuong Anh Nguyen:
Multivariate dependence concepts through copulas. 24-33 - Aree Wiboonpongse, Jianxu Liu, Songsak Sriboonchitta, Thierry Denoeux:
Modeling dependence between error components of the stochastic frontier model using copula: Application to intercrop coffee production in Northern Thailand. 34-44 - Serge Darolles, Christian Gouriéroux:
Performance fees and hedge fund return dynamics. 45-58 - Bernhard Schmelzer:
Joint distributions of random sets and their relation to copulas. 59-69
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