Simulating from Exchangeable Archimedean Copulas (Q5436420): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1080/03610910701539781
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+W2011582975
@@ Property / OpenAlex ID: W2011582975 / rank @@
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+On Kendall's process
@@ Property / cites work: On Kendall's process / rank @@
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+On a class of approximative computation methods in the individual risk model
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+Recursions for the individual model
@@ Property / cites work: Recursions for the individual model / rank @@
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+The concept of comonotonicity in actuarial science and finance: theory.
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+The concept of comonotonicity in actuarial science and finance: applications.
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+Statistical Inference Procedures for Bivariate Archimedean Copulas
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+On the multivariate probability integral transformation
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+Q4382161
@@ Property / cites work: Q4382161 / rank @@
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+Upper and lower bounds for sums of random variables
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+Q5706744
@@ Property / cites work: Q5706744 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:5436420