Lower tail dependence for Archimedean copulas: Characterizations and pitfalls
Year of publication: |
2007
|
---|---|
Authors: | Charpentier, Arthur ; Segers, Johan |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 40.2007, 3, p. 525-532
|
Saved in:
Saved in favorites
Similar items by person
-
Tails of multivariate Archimedean copulas
Charpentier, Arthur, (2009)
-
Convergence of Archimedean copulas
Charpentier, Arthur, (2008)
-
Lower tail dependence for Archimedean copulas: Characterizations and pitfalls
Charpentier, Arthur, (2007)
- More ...