Multivariate composite copulas
Year of publication: |
2022
|
---|---|
Authors: | Xie, Jiehua ; Fang, Jun ; Yang, Jingping ; Bu, Lan |
Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 52.2022, 1, p. 145-184
|
Subject: | Copula construction | multivariate composite copula | reproduction property | uniform convergence | Multivariate Verteilung | Multivariate distribution | Multivariate Analyse | Multivariate analysis | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
Description of contents: | Description [doi.org] |
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