Approximation of bivariate copulas by patched bivariate Fréchet copulas
Year of publication: |
2011
|
---|---|
Authors: | Zheng, Yanting ; Yang, Jingping ; Huang, Jianhua Z. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 48.2011, 2, p. 246-256
|
Subject: | Theorie | Theory | Multivariate Verteilung | Multivariate distribution |
-
Risk aggregation with copula for banking industry
Yoshiba, Toshinao, (2015)
-
The joint distribution of stock returns is not elliptical
Chicheportiche, Rémy, (2012)
-
Avramidis, Athanassios N., (2014)
- More ...
-
Approximation of bivariate copulas by patched bivariate Fréchet copulas
Zheng, Yanting, (2011)
-
Approximation of bivariate copulas by patched bivariate Fréchet copulas
Zheng, Yanting, (2011)
-
Zheng, Yanting, (2020)
- More ...