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- Publisher Website: 10.1007/s00477-017-1403-2
- Scopus: eid_2-s2.0-85015984970
- WOS: WOS:000415137900009
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Article: A copula-based model for air pollution portfolio risk and its efficient simulation
Title | A copula-based model for air pollution portfolio risk and its efficient simulation |
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Authors | |
Keywords | Pollution risk Risk management Stratified importance sampling t-Copula |
Issue Date | 2017 |
Publisher | Springer 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? |
Persistent Identifier | http://hdl.handle.net/10722/248099 |
ISSN | 2023 Impact Factor: 3.9 2023 SCImago Journal Rankings: 0.879 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Sak, H | - |
dc.contributor.author | Yang, G | - |
dc.contributor.author | Lu, B | - |
dc.contributor.author | Li, W | - |
dc.date.accessioned | 2017-10-18T08:37:48Z | - |
dc.date.available | 2017-10-18T08:37:48Z | - |
dc.date.issued | 2017 | - |
dc.identifier.citation | Stochastic Environmental Research and Risk Assessment, 2017, v. 31 n. 10, p. 2607-2616 | - |
dc.identifier.issn | 1436-3240 | - |
dc.identifier.uri | http://hdl.handle.net/10722/248099 | - |
dc.language | eng | - |
dc.publisher | Springer Verlag. The Journal's web site is located at http://link.springer.de/link/service/journals/00477/index.htm | - |
dc.relation.ispartof | Stochastic Environmental Research and Risk Assessment | - |
dc.rights | The final publication is available at Springer via http://dx.doi.org/[insert DOI] | - |
dc.subject | Pollution risk | - |
dc.subject | Risk management | - |
dc.subject | Stratified importance sampling | - |
dc.subject | t-Copula | - |
dc.title | A copula-based model for air pollution portfolio risk and its efficient simulation | - |
dc.type | Article | - |
dc.identifier.email | Li, W: wfli@hku.hk | - |
dc.identifier.authority | Li, W=rp01507 | - |
dc.identifier.doi | 10.1007/s00477-017-1403-2 | - |
dc.identifier.scopus | eid_2-s2.0-85015984970 | - |
dc.identifier.hkuros | 280430 | - |
dc.identifier.volume | 31 | - |
dc.identifier.issue | 10 | - |
dc.identifier.spage | 2607 | - |
dc.identifier.epage | 2616 | - |
dc.identifier.isi | WOS:000415137900009 | - |
dc.publisher.place | Germany | - |
dc.identifier.issnl | 1436-3240 | - |