We estimate Value-at-Risk for sums of dependent random variables. We model multivariate dependent random variables using archimedean copulas. This structure allows one to calculate the asymptotic behaviour of extremal events. An important application of such results are Value-at-Risk estimates for sums of dependent random variables.

‎In 1897‎, ‎Hensel introduced a normed space which does‎ ‎not have the Archimedean property‎. ‎During the last three decades‎ ‎theory of non--Archimedean spaces has gained the interest of‎ ‎physicists for their research in particular in problems coming‎ ‎from quantum physics‎, ‎p--adic strings and superstrings‎. ‎In this paper‎, ‎we prove‎ ‎the generalized Hyers--Ulam--Rassias stability for a‎ ...

In this paper, the concept of semiprimary fuzzy ideals of an ordered semigroup S is introduced. Some characterizations for an ordered semigroup S to be a semilattice of archimedean (rarchimedean, t-archimedean) ordered subsemigroups are given by some binary relations on S and the fuzzy radical of fuzzy ideals (fuzzy right ideals, fuzzy bi-ideals) of S. Furthermore, some characterizations for an...

An Archimedean graph in R 2 is any finite subgraph of the vertices and edges of one of the 11 Archimedean tilings of R E shown in Figures 1-3. Archimedean filings are commonly characterized (as in Figures 1-3) by the order in which regular polygons (with unit edges) occur around each vertex of the tiling; see Grtinbaum and Shephard [3]. We use the same description for Archimedean subgraphs. Whe...

In this paper, we solve the quadratic $alpha$-functional equations $2f(x) + 2f(y) = f(x + y) + alpha^{-2}f(alpha(x-y)); (0.1)$ where $alpha$ is a fixed non-Archimedean number with $alpha^{-2}neq 3$. Using the fixed point method and the direct method, we prove the Hyers-Ulam stability of the quadratic $alpha$-functional equation (0.1) in non-Archimedean Banach spaces.

Stochastic processes on manifolds over non-Archimedean fields and with transition measures having values in the field C of complex numbers are studied. Stochastic antideriva-tional equations (with the non-Archimedean time parameter) on manifolds are investigated. 1. Introduction. Stochastic processes and stochastic differential equations on real Banach spaces and manifolds on them were intensiv...

in an earlier work we showed that for ordered fields f not isomorphic to the reals r, there are continuous 1-1 unctions on [0, 1]f which map some interior point to a boundary point of the image (and so are not open). here we show that over closed bounded intervals in the rationals q as well as in all non-archimedean ordered fields of countable cofinality, there are uniformly continuous 1-1 func...

The Archimedean property is one of the most beautiful axioms of the classical arithmetic and some of the methods of constructing the field of real numbers are based on this property. It is well-known that every Archimedean `-group is abelian and every pseudo-MV algebra is commutative. The aim of this paper is to introduce the Archimedean property for pseudo-MTL algebras and FLw-algebras. The ma...

This paper addresses the problem of efficiently sampling exchangeable and nested Archimedean copulas, with specific focus on large dimensions, where methods involving generator derivatives, such as the conditional distribution method, are not applicable. Additionally, new conditions under which Archimedean copulas can be mixed to construct nested Archimedean copulas are presented. Moreover, for...

In the present paper, we give a new approach to Caristi's fixed pointtheorem on non-Archimedean fuzzy metric spaces. For this we define anordinary metric $d$ using the non-Archimedean fuzzy metric $M$ on a nonemptyset $X$ and we establish some relationship between $(X,d)$ and $(X,M,ast )$%. Hence, we prove our result by considering the original Caristi's fixedpoint theorem.