
Copula based hierarchical risk aggregation through sample reordering
Keywords: من 22 ساله ام; IM12; IM22; IM43; IE43; IE46; C51; C58; G32; C63; G22; 91B30; 62H20; 62H86; 91G60; Hierarchical risk aggregation; Copulas; High-dimensional dependence; Iman-Conover method;