Lévy-frailty copulas-Reference-Cited by-同舟云学术

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Lévy-frailty copulas

Published:2009-08 Issue:7 Volume:100 Page:1567-1585
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Mai Jan-Frederik,Scherer Matthias

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference33 articles.

1. Multivariate Models and Dependence Concepts;Joe,1997

2. An Introduction to Copulas;Nelsen,1998

3. Quantitative Risk Management;McNeil,2005

4. Fonctions de répartition à n dimensions et leurs marges;Sklar;Publications de L’Institut de Statistique de L’Université de Paris,1959

5. Modelling Dependence with Copulas and Applications to Risk Management;Embrechts,2001

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