Abstract: Copula function is a function that links joint distribution function of random vectors and its corresponding components marginal distribution function. It is an important tool to describe ...

Abstract: This paper structured a joint distribution function between the assets rate of return by the adoption of the generalized ARCH and the generalized Pareto distribution model and the relevant ...

The FSA has raised concerns that joint ventures between providers and advisers could undermine the objectives of the RDR. Speaking at an Association of British Insurers RDR conference in London this ...

The concentration of empirical measures is studied for dependent data, whose joint distribution satisfies Poincaré-type or logarithmic Sobolev inequalities. The general concentration results are then ...