Multivariate composite copulas
by Jiehua Xie, Jun Fang, Jingping Yang and Lan Bu
| Year of publication: |
2022
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|---|---|
| Authors: | Xie, Jiehua ; Fang, Jun ; Yang, Jingping ; Bu, Lan |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 52.2022, 1, p. 145-184
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| Subject: | Copula construction | multivariate composite copula | reproduction property | uniform convergence | Multivariate Verteilung | Multivariate distribution | Multivariate Analyse | Multivariate analysis | Theorie | Theory |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2021.30 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012805743