On the distortion of a copula and its margins
Author:
Affiliation:
1. a Department of Mathematics , University of Connecticut , Storrs , CT , USA
2. b School of Statistics , Renmin University of China , Beijing , P.R. China
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03461238.2010.490021
Reference23 articles.
1. Inequalities for stochastic models via supermodular orderings
2. Copula Methods in Finance
3. Using distortions of copulas to price synthetic CDOs
4. Actuarial Theory for Dependent Risks
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