one-period factor copula

Romanian translation: functie copula asociata unui factor (vector) uni-dimensional

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English term or phrase:one-period factor copula
Romanian translation:functie copula asociata unui factor (vector) uni-dimensional
Entered by: danieline

20:46 Apr 16, 2017
English to Romanian translations [PRO]
Engineering (general)
English term or phrase: one-period factor copula
To overcome this deficiency Andersen [1] and Sidenius [49] pioneered the technique of chaining a series of one-period factor copula models to produce a multi-period factor copula model. However, their approaches must integrate over the multi-dimensional common factors to evaluate the portfolio loss distribution over time, requiring the evaluation of a high-dimensional integral, usually computed by Monte Carlo simulation.
danieline
Local time: 10:32
functie copula asociata unui factor (vector) uni-dimensional
Explanation:
Masuri alternative de masurare a dependentei au fost propuse, in particular ne referim la functiile copula. Mai precis, o functie copula asociata unui vector multi-dimensional de dimensiune n reprezinta o functie de n variabile (ce poseda anumite proprietati de monotonie) ce reflecta dependentele dintre componentele vectorului si nu depinde de repartitiile marginale.Copulele se pot dovedi un instrument eficient si flexibil in managementul riscului in generarea de scenarii de tip Monte Carlo pentru factorii de risc asociati http://tudor.ase.ro/index.php/activity-report/16-activity-re...
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Manuela C.
Local time: 09:32
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Summary of answers provided
4functie copula asociata unui factor (vector) uni-dimensional
Manuela C.


  

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14 hrs   confidence: Answerer confidence 4/5Answerer confidence 4/5
functie copula asociata unui factor (vector) uni-dimensional


Explanation:
Masuri alternative de masurare a dependentei au fost propuse, in particular ne referim la functiile copula. Mai precis, o functie copula asociata unui vector multi-dimensional de dimensiune n reprezinta o functie de n variabile (ce poseda anumite proprietati de monotonie) ce reflecta dependentele dintre componentele vectorului si nu depinde de repartitiile marginale.Copulele se pot dovedi un instrument eficient si flexibil in managementul riscului in generarea de scenarii de tip Monte Carlo pentru factorii de risc asociati http://tudor.ase.ro/index.php/activity-report/16-activity-re...


    Reference: http://tudor.ase.ro/index.php/activity-report/16-activity-re...
Manuela C.
Local time: 09:32
Specializes in field
Native speaker of: Native in RomanianRomanian
PRO pts in category: 60
Notes to answerer
Asker: Multumesc!

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