Bivariate copulas based on counter-monotonic shock method
Year of publication: |
2022
|
---|---|
Authors: | El Ktaibi, Farid ; Bentoumi, Rachid ; Sottocornola, Nicola ; Mesfioui, Mhamed |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 10.2022, 11, Art.-No. 202, p. 1-20
|
Subject: | bivariate copula | counter-monotonic | negative dependence | singularity | financial risk | statistical modeling | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Schock | Shock | Statistische Verteilung | Statistical distribution |
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