Comparison of increasing directionally convex transformations of random vectors with a common copula
Year of publication: |
2012
|
---|---|
Authors: | Belzunce, Félix ; Suárez-Llorens, Alfonso ; Sordo, Miguel A. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 50.2012, 3, p. 385-390
|
Subject: | Theorie | Theory | Multivariate Verteilung | Multivariate distribution |
-
The joint distribution of stock returns is not elliptical
Chicheportiche, Rémy, (2012)
-
Avramidis, Athanassios N., (2014)
-
Risk aggregation with copula for banking industry
Yoshiba, Toshinao, (2015)
- More ...
-
Balakrishnan, Narayanaswamy, (2012)
-
Comparison of increasing directionally convex transformations of random vectors with a common copula
Belzunce, Félix, (2012)
-
Comparison of increasing directionally convex transformations of random vectors with a common copula
Belzunce, Félix, (2012)
- More ...