Archimedean copulas in finite and infinite dimensions : with application to ruin problems
Corina Constantinescu; Enkelejd Hashorva; Lanpeng Ji
| Year of publication: |
2011
|
|---|---|
| Authors: | Constantinescu, Corina ; Hashorva, Enkelejd ; Ji, Lanpeng |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 49.2011, 3, p. 487-495
|
| Subject: | Multivariate Verteilung | Multivariate distribution | Theorie | Theory |
| 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/10009404679