Distorted mix method for constructing copulas with tail dependence
Lujun Li; K. C. Yuen; Jingping Yang
| Year of publication: |
2014
|
|---|---|
| Authors: | Li, Lujun ; Yuen, K. C. ; Yang, Jingping |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 57.2014, p. 77-89
|
| Subject: | Copula | Distorted function | Tail dependence coefficient | Tail depence function | Multivariate Verteilung | Multivariate distribution | Statistische Verteilung | Statistical distribution | Theorie | Theory | Ausreißer | Outliers | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010402723