Correlations and Copulas for Decision and Risk Analysis
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References listed on IDEAS
- Robert L. Winkler & Wayne S. Smith & Ram B. Kulkarni, 1978. "Adaptive Forecasting Models Based on Predictive Distributions," Management Science, INFORMS, vol. 24(10), pages 977-986, June.
- Donald L. Keefer & Samuel E. Bodily, 1983. "Three-Point Approximations for Continuous Random Variables," Management Science, INFORMS, vol. 29(5), pages 595-609, May.
- Woojune Yi & Vicki M. Bier, 1998. "An Application of Copulas to Accident Precursor Analysis," Management Science, INFORMS, vol. 44(12-Part-2), pages 257-270, December.
- Donald L. Keefer, 1994. "Certainty Equivalents for Three-Point Discrete-Distribution Approximations," Management Science, INFORMS, vol. 40(6), pages 760-773, June.
More about this item
Keywordsmeasures of dependence; Kendall's tau ; Spearman's rho ; copulas; multivariate normal copula; decision analysis process;
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