Lower tail dependence for Archimedean copulas: Characterizations and pitfalls
| Year of publication: |
2007
|
|---|---|
| Authors: | Charpentier, Arthur ; Segers, Johan |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 40.2007, 3, p. 525-532
|
| Publisher: |
Elsevier |