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ASTIN bulletin : the journal of the International Actuarial Association
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A study of one-factor copula models from a tail dependence perspective
Shyamalkumar, Nariankadu
;
Tao, Siyang
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
3
,
pp. 679-711
Persistent link: https://www.econbiz.de/10015154570
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Extension complexity of the
correlation
polytope
Aboulker, Pierre
;
Fiorini, Samuel
;
Huynh, Tony
; …
- In:
Operations research letters
47
(
2019
)
1
,
pp. 47-51
Persistent link: https://www.econbiz.de/10011991334
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