Bäuerle, Nicole; Blatter, Anja; Müller, Alfred - In: Mathematical Methods of Operations Research 67 (2008) 1, pp. 161-186
In this paper we investigate dependence properties and comparison results for multidimensional Lévy processes. In particular we address the questions, whether or not dependence properties and orderings of the copulas of the distributions of a Lévy process can be characterized by corresponding...
