Multivariate patchwork copulas : a unified approach with applications to partial comonotonicity
Fabrizio Durante; Juan Fernández Sánchez; Carlo Sempi
| Year of publication: |
2013
|
|---|---|
| Authors: | Durante, Fabrizio ; Sánchez, Juan Fernández ; Sempi, Carlo |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 897-905
|
| Subject: | Comonotonicity | Copula | Patchwork construction | Tail dependence | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Statistische Verteilung | Statistical distribution | Multivariate Analyse | Multivariate analysis | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| 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/10010227787