Archimedean copulas derived from utility functions
Jaap Spreeuw
| Year of publication: |
2014
|
|---|---|
| Authors: | Spreeuw, Jaap |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 235-242
|
| Subject: | Copula | Archimedean generator | Utility function | Risk aversion | Dependence | Nutzenfunktion | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Risikoaversion | Nutzen | Utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010470021