Lower tail dependence for Archimedean copulas : characterizations and pitfalls
Arthur Charpentier; Johan Segers
| Year of publication: |
2007
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|---|---|
| Authors: | Charpentier, Arthur ; Segers, Johan |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 40.2007, 3, p. 525-532
|
| Subject: | Finanzmathematik | Mathematical finance | Multivariate Verteilung | Multivariate distribution | Risikomanagement | Risk management |
| 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/10003755787