Copula convergence theorems for tail events
| Year of publication: |
2002
|
|---|---|
| Authors: | Juri, Alessandro ; Wuthrich, Mario V. |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 30.2002, 3, p. 405-420
|
| Publisher: |
Elsevier |