Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence (Q849598): Difference between revisions

@@ Property / author @@
-Jing-Ping Yang
@@ Property / author: Jing-Ping Yang / rank @@
-Normal rank
@@ Property / author @@
-Shi Hong Cheng
@@ Property / author: Shi Hong Cheng / rank @@
-Normal rank
@@ Property / author @@
+Jing-Ping Yang
@@ Property / author: Jing-Ping Yang / rank @@
+Normal rank
@@ Property / author @@
+Shi Hong Cheng
@@ Property / author: Shi Hong Cheng / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2006.02.015
+Normal rank
@@ Property / OpenAlex ID @@
+W2002701689
@@ Property / OpenAlex ID: W2002701689 / rank @@
+Normal rank
@@ Property / cites work @@
+Diversification of aggregate dependent risks
@@ Property / cites work: Diversification of aggregate dependent risks / rank @@
+Normal rank
@@ Property / cites work @@
+Q4040465
@@ Property / cites work: Q4040465 / rank @@
+Normal rank
@@ Property / cites work @@
+Non-additive measure and integral
@@ Property / cites work: Non-additive measure and integral / rank @@
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: applications.
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Entropy densities with an application to autoregressive conditional skewness and kurtosis.
+Normal rank
@@ Property / cites work @@
+Q4040126
@@ Property / cites work: Q4040126 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2732679
@@ Property / cites work: Q2732679 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3359471
@@ Property / cites work: Q3359471 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Comparison of Random Vectors with a Common Copula
+Normal rank
@@ Property / cites work @@
+Q3999625
@@ Property / cites work: Q3999625 / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas. Properties and applications
+Normal rank
@@ Property / cites work @@
+Integral Representation Without Additivity
@@ Property / cites work: Integral Representation Without Additivity / rank @@
+Normal rank
@@ Property / cites work @@
+Q3349655
@@ Property / cites work: Q3349655 / rank @@
+Normal rank
@@ Property / cites work @@
+On nonparametric measures of dependence for random variables
+Normal rank
@@ Property / cites work @@
+Modelling sample selection using Archimedean copulas
+Normal rank
@@ Property / cites work @@
+Axiomatic characterization of insurance prices
@@ Property / cites work: Axiomatic characterization of insurance prices / rank @@
+Normal rank
@@ Property / cites work @@
+The Dual Theory of Choice under Risk
@@ Property / cites work: The Dual Theory of Choice under Risk / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:849598