Constantinescu, Corina; Hashorva, Enkelejd; Ji, Lanpeng - In: Insurance: Mathematics and Economics 49 (2011) 3, pp. 487-495
In this paper we discuss the link between Archimedean copulas and L1 Dirichlet distributions for both finite and infinite dimensions. With motivation from the recent papers Weng et al. (2009) and Albrecher et al. (2011) we apply our results to certain ruin problems.
