Author:
Cossette Hélène,Gadoury Simon-Pierre,Marceau Étienne,Mtalai Itre
Funder
Natural Sciences and Engineering Research Council of Canada
Chaire en actuariat de l’Université Laval
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference24 articles.
1. Vines: A new graphical model for dependent random variables;Bedford;Ann. Statist.,2002
2. Hierarchical kendall copulas: Properties and inference;Brechmann;Canad. J. Statist.,2014
3. Financial Modelling with Jump Processes, vol. 2, 2003;Cont,2003
4. Cossette, H., Marceau, E., Mtalai, I., Veilleux, D., 2017. Archimedean copulas: aggregation, capital allocation and other applications. Available At http://Ssrn.Com/Abstract=2957181
5. Random variate generation for exponentially and polynomially tilted stable distributions;Devroye;ACM Trans Modeling Comput. Simul.,2009
Cited by
13 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献