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On the copula in the Kikae dialect of SwahiliFurumoto, Makoto 30 March 2016 (has links) (PDF)
The Kikae dialect is a regional variety of Swahili spoken in the southern part of Unguja, the largest island of the Zanzibar archipelago. In this dialect, the morpheme -wa preceded by a subject prefix, which agrees with the subject in person or noun class, is used as a copula. This form is used in neither Standard Swahili nor the Kiunguja dialect considered prestigious dialects of Swahili. In this paper, I describe the morphological and semantic characteristics of this copula, which have not been observed in previous studies, and propose a possible grammaticalisation path of the copula based on its synchronic properties and typological evidence. The following three claims will be made: 1. the subject prefix -wa morphologically corresponds to the perfect form, but does not encode a prior event unlike the perfect form of other verbs. 2. The use of the subject prefix -wa copula is restricted to ‘predicational sentences’. 3. It is highly probable that the subject prefix -wa has grammaticalized from a locative verb
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Modellierung diskreter Variablen mittels Copulas : eine simulative und empirische Untersuchung am Beispiel der Marktforschung /Meinel, Nina, January 2009 (has links) (PDF)
Friedrich-Alexander-Univ., Diss--Erlangen-Nürnberg, 2009.
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Modellierung multivariater Abhängigkeitsstrukturen auf Finanzmärkten mit archimedischen und hierarchischen archimedischen Copulas /Savu, Cornelia. January 2007 (has links)
Zugl.: Münster (Westfalen), Universiẗat, Diss., 2007.
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Multivariate Copula-Modelle für Finanzmarktdaten : eine simulative und empirische Untersuchung /Köck, Christian. January 2008 (has links)
Zugl.: Erlangen, Nürnberg, Universiẗat, Diss., 2008.
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Stochastische Methoden zur Quantifizierung von versicherungstechnischen Risiken und KreditrisikenMaier, Ramona January 2010 (has links)
Zugl.: Tübingen, Univ., Diss., 2010
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An Empirical Analysis of the Gaussian and the Double-t Copula Models for Pricing and Hedging Index CDOsKulak, Jan Peter. January 2006 (has links) (PDF)
Master-Arbeit Univ. St. Gallen, 2006.
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On the copula in the Kikae dialect of SwahiliFurumoto, Makoto January 2015 (has links)
The Kikae dialect is a regional variety of Swahili spoken in the southern part of Unguja, the largest island of the Zanzibar archipelago. In this dialect, the morpheme -wa preceded by a subject prefix, which agrees with the subject in person or noun class, is used as a copula. This form is used in neither Standard Swahili nor the Kiunguja dialect considered prestigious dialects of Swahili. In this paper, I describe the morphological and semantic characteristics of this copula, which have not been observed in previous studies, and propose a possible grammaticalisation path of the copula based on its synchronic properties and typological evidence. The following three claims will be made: 1. the subject prefix -wa morphologically corresponds to the perfect form, but does not encode a prior event unlike the perfect form of other verbs. 2. The use of the subject prefix -wa copula is restricted to ‘predicational sentences’. 3. It is highly probable that the subject prefix -wa has grammaticalized from a locative verb
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Nichtparametrische Inferenz für Copulas : quantitative Risikoanalysen für den deutschen Finanzmarkt /Dobric, Jadran. January 2008 (has links)
Zugl.: Köln, Universiẗat, Diss., 2008.
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Performance-Messung und Copula-Funktionen : eine Synthese /Schulz, Martin. January 2008 (has links)
Zugl.: Augsburg, Universiẗat, Diss., 2008.
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Pokročilejší techniky agregace rizik / Advanced Techniques of Risk AggregationDufek, Jaroslav January 2012 (has links)
In last few years Value-at-Risk (Var) is a very popular and frequently used risk measure. Risk measure VaR is used in most of the financial institutions. VaR is popular thanks to its simple interpretation and simple valuation. Valuation of VaR is a problem if we assume a few dependent risks. So VaR is estimated in a practice. In presented thesis we study theory of stochastic bounding. Using this theory we obtain bounds for VaR of sum a few dependent risks. In next part of presented thesis we show how we can generalize obtained bounds by theory of copulae. Then we show numerical algorithm, which we can use to evaluate bounds, when exact analytical evaluate isn't possible. In a final part of presented thesis we show our results on practical examples.
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