Some statistical questions that arise in studies of Einstein-Podolsky-Rosen correlations are given precise and complete answers for a very simple but artificial set of pair distributions. Some recent ...

This is a preview. Log in through your library . Abstract Consider a random vector U whose distribution function coincides in its upper tail with that of an Archimedean copula. We report the fact that ...

We demonstrate the impact of conditional correlation on an asymptotic single risk factor model within the framework of dynamic credit provisioning and stress testing. Specifically, we show the effect ...