Lower tail dependence for Archimedean copulas: Characterizations and pitfalls
Year of publication: |
2007
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Authors: | Charpentier, Arthur ; Segers, Johan |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 40.2007, 3, p. 525-532
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Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
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