Shanli Yi, Jianping Li, Xiaoqian Zhu, Jichuang Feng. Mutual Information Based Copulas to Aggregate Banking Risks. In Lean Yu, Guoxing Zhang, Shouyang Wang, editors, Fifth International Conference on Business Intelligence and Financial Engineering, BIFE 2012, Lanzhou, Gansu, China, August 18-21, 2012. pages 323-327, IEEE, 2012. [doi]
Abstract is missing.