Distribution of critical values of miniversal deformations of parabolic singularities.
Bounds for Value at Risk - The Approach Based on Copulas with Homogeneous Tails.
Asymptotics of two-dimensional copulas
The paper deals with simple properties of two-dimensional copulas. The focus is on particular cases when a copula has a homogeneous expansion of the lower tail. Properties of the corresponding main part are studied. For particular cases of copulas the main parts are calculated and possible applications in modelling risk are discussed.
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