Tails of multivariate Archimedean copulas (Q1021851): Difference between revisions

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-.1016/j.jmva.2008.12.015
@@ Property / DOI: 10.1016/j.jmva.2008.12.015 / rank @@
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+.1521
@@ Property / arXiv ID: 0901.1521 / rank @@
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@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
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+Archimedean copulae and positive dependence
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+Copula convergence theorems for tail events.
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+Lower tail dependence for Archimedean copulas: characterizations and pitfalls
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+Dependence structure of conditional Archimedean copulas
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+Analysis of the Expected Shortfall of Aggregate Dependent Risks
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@@ Property / DOI @@
+.1016/J.JMVA.2008.12.015
@@ Property / DOI: 10.1016/J.JMVA.2008.12.015 / rank @@
+Normal rank