Koike, Takaaki
- Joint mixability and notions of negative dependence
2022/04/25 by Takaaki Koike, Liyuan Lin, Koike, Takaaki +3 · 1 citation
Mathematics · #Advanced Statistical Methods and Models
- Measuring non-exchangeable tail dependence using tail copulas
2021/01/28 by Takaaki Koike, Shogo Kato, Koike, Takaaki +3 · 2 citations
Economics, Econometrics and Finance · Social Sciences · #62G32 #62H20 #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Insurance and Financial Risk Management #Insurance, Mortality, Demography, Risk Management #Risk Management (q-fin.RM) #Statistics Theory (math.ST)