Lower tail dependence for Archimedean copulas: Characterizations and pitfalls
| Year of publication: |
2007
|
|---|---|
| Authors: | Charpentier, Arthur ; Segers, Johan |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 40.2007, 3, p. 525-532
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