The copula derived from the SAHARA utility function
Year of publication: |
2022
|
---|---|
Authors: | Spreeuw, Jaap |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 10.2022, 7, Art.-No. 133, p. 1-10
|
Subject: | copula | Archimedean generator | dependence | coupled lives | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Nutzenfunktion | Utility function |
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