Multivariate hierarchical copulas with shocks (Q607608): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11009-009-9134-6
+Normal rank
@@ Property / OpenAlex ID @@
+W2076867230
@@ Property / OpenAlex ID: W2076867230 / rank @@
+Normal rank
@@ Property / cites work @@
+Pair-copula constructions of multiple dependence
@@ Property / cites work: Pair-copula constructions of multiple dependence / rank @@
+Normal rank
@@ Property / cites work @@
+A continuous general multivariate distribution and its properties
+Normal rank
@@ Property / cites work @@
+A new family of symmetric bivariate copulas
@@ Property / cites work: A new family of symmetric bivariate copulas / rank @@
+Normal rank
@@ Property / cites work @@
+On a family of multivariate copulas for aggregation processes
+Normal rank
@@ Property / cites work @@
+Semilinear copulas
@@ Property / cites work: Semilinear copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Q5256153
@@ Property / cites work: Q5256153 / rank @@
+Normal rank
@@ Property / cites work @@
+Sampling Archimedean copulas
@@ Property / cites work: Sampling Archimedean copulas / rank @@
+Normal rank
@@ Property / cites work @@
+CDO pricing with nested Archimedean copulas
@@ Property / cites work: CDO pricing with nested Archimedean copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Construction of asymmetric multivariate copulas
@@ Property / cites work: Construction of asymmetric multivariate copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy-frailty copulas
@@ Property / cites work: Lévy-frailty copulas / rank @@
+Normal rank
@@ Property / cites work @@
+A Multivariate Exponential Distribution
@@ Property / cites work: A Multivariate Exponential Distribution / rank @@
+Normal rank
@@ Property / cites work @@
+Inequalities: theory of majorization and its applications
+Normal rank
@@ Property / cites work @@
+Families of Multivariate Distributions
@@ Property / cites work: Families of Multivariate Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Sampling nested Archimedean copulas
@@ Property / cites work: Sampling nested Archimedean copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+A method to obtain new copulas from a given one
@@ Property / cites work: A method to obtain new copulas from a given one / rank @@
+Normal rank
@@ Property / cites work @@
+Some new characterizations and properties of quasi-copulas
+Normal rank
@@ Property / cites work @@
+Hierarchies of Archimedean copulas
@@ Property / cites work: Hierarchies of Archimedean copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank