Archimedean copulas in finite and infinite dimensions - with application to ruin problems


Autoria(s): Constantinescu C.; Hashorva E.; Ji L.
Data(s)

2011

Identificador

http://serval.unil.ch/?id=serval:BIB_41D6DD24BF05

isbn:0167-6687

Idioma(s)

en

Fonte

Insurance: Mathematics & Economics, vol. 49, no. 3, pp. 487-495

Tipo

info:eu-repo/semantics/article

article