Archimedean copulas in finite and infinite dimensions—with application to ruin problems
Year of publication: |
2011
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Authors: | Constantinescu, Corina ; Hashorva, Enkelejd ; Ji, Lanpeng |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 49.2011, 3, p. 487-496
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