Hierarchical Archimedean copulas through multivariate compound distributions
Hélène Cossette, Simon-Pierre Gadoury, Étienne Marceau, Itre Mtalai
| Year of publication: |
September 2017
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|---|---|
| Authors: | Cossette, Hélène ; Gadoury, Simon-Pierre ; Marceau, Étienne ; Mtalai, Itre |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 76.2017, p. 1-13
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| Subject: | Archimedean copulas | Mixing random variables | Compounding | Marshall-Olkin | Hierarchical structure | Multivariate Verteilung | Multivariate distribution | Statistische Verteilung | Statistical distribution | Multivariate Analyse | Multivariate analysis | Schätztheorie | Estimation theory | Zufallsvariable | Random variable | Hierarchie | Hierarchy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.06.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011774757