Dalton F. Andrade, Pedro A. Barbetta, Paulo José de Freitas Filho, Ney A. de Mello Zunino, Carlos Magno C. Jacinto. Using copulas in risk analysis. In L. Felipe Perrone, Barry Lawson, Jason Liu, Frederick P. Wieland, editors, Proceedings of the Winter Simulation Conference WSC 2006, Monterey, California, USA, December 3-6, 2006. pages 727-732, WSC, 2006. [doi]
@inproceedings{AndradeBFZJ06,
title = {Using copulas in risk analysis},
author = {Dalton F. Andrade and Pedro A. Barbetta and Paulo José de Freitas Filho and Ney A. de Mello Zunino and Carlos Magno C. Jacinto},
year = {2006},
doi = {10.1145/1218112.1218248},
url = {http://doi.acm.org/10.1145/1218112.1218248},
tags = {analysis, C++},
researchr = {https://researchr.org/publication/AndradeBFZJ06},
cites = {0},
citedby = {0},
pages = {727-732},
booktitle = {Proceedings of the Winter Simulation Conference WSC 2006, Monterey, California, USA, December 3-6, 2006},
editor = {L. Felipe Perrone and Barry Lawson and Jason Liu and Frederick P. Wieland},
publisher = {WSC},
isbn = {1-4244-0501-7},
}