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Article: A copula-based model for air pollution portfolio risk and its efficient simulation

TitleA copula-based model for air pollution portfolio risk and its efficient simulation
Authors
Sak, HYang, GLu, BLi, W
KeywordsPollution risk
Risk management
Stratified importance sampling
t-Copula
Issue Date2017
PublisherSpringer Verlag. The Journal's web site is located at http://link.springer.de/link/service/journals/00477/index.htm
Citation
Stochastic Environmental Research and Risk Assessment, 2017, v. 31 n. 10, p. 2607-2616 How to Cite?
DOI: http://dx.doi.org/10.1007/s00477-017-1403-2
Persistent Identifierhttp://hdl.handle.net/10722/248099
ISSN
1436-3240
2021 Impact Factor: 3.821
2020 SCImago Journal Rankings: 0.827
ISI Accession Number ID
WOS:000415137900009

 

DC FieldValueLanguage
dc.contributor.authorSak, H-
dc.contributor.authorYang, G-
dc.contributor.authorLu, B-
dc.contributor.authorLi, W-
dc.date.accessioned2017-10-18T08:37:48Z-
dc.date.available2017-10-18T08:37:48Z-
dc.date.issued2017-
dc.identifier.citationStochastic Environmental Research and Risk Assessment, 2017, v. 31 n. 10, p. 2607-2616-
dc.identifier.issn1436-3240-
dc.identifier.urihttp://hdl.handle.net/10722/248099-
dc.languageeng-
dc.publisherSpringer Verlag. The Journal's web site is located at http://link.springer.de/link/service/journals/00477/index.htm-
dc.relation.ispartofStochastic Environmental Research and Risk Assessment-
dc.rightsThe final publication is available at Springer via http://dx.doi.org/[insert DOI]-
dc.subjectPollution risk-
dc.subjectRisk management-
dc.subjectStratified importance sampling-
dc.subjectt-Copula-
dc.titleA copula-based model for air pollution portfolio risk and its efficient simulation-
dc.typeArticle-
dc.identifier.emailLi, W: wfli@hku.hk-
dc.identifier.authorityLi, W=rp01507-
dc.identifier.doi10.1007/s00477-017-1403-2-
dc.identifier.scopuseid_2-s2.0-85015984970-
dc.identifier.hkuros280430-
dc.identifier.volume31-
dc.identifier.issue10-
dc.identifier.spage2607-
dc.identifier.epage2616-
dc.identifier.isiWOS:000415137900009-
dc.publisher.placeGermany-
dc.identifier.issnl1436-3240-

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