Archimedean copulas in finite and infinite dimensions : with application to ruin problems
Year of publication: |
2011
|
---|---|
Authors: | Constantinescu, Corina ; Hashorva, Enkelejd ; Ji, Lanpeng |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 49.2011, 3, p. 487-495
|
Subject: | Theorie | Theory | Multivariate Verteilung | Multivariate distribution |
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