A multivariate Poisson model based on comonotonic shocks
| Year of publication: |
2020
|
|---|---|
| Authors: | Schulz, Juliana ; Genest, Christian ; Mesfioui, Mhamed |
| Published in: |
International Statistical Review. - Wiley, ISSN 1751-5823, ZDB-ID 2045049-7. - Vol. 89.2020, 2 (19.10.), p. 323-348
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/insr.12408 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012409299