Lévy-frailty copulas (Q1021855): Difference between revisions

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Property / DOI: 10.1016/j.jmva.2009.01.010 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.jmva.2009.01.010 / rank
 
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Latest revision as of 13:24, 10 December 2024

scientific article
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English
Lévy-frailty copulas
scientific article

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    Lévy-frailty copulas (English)
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    9 June 2009
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    extreme-value copula
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    Marshall-Olkin copula
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    Archimedean copula
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    completely monotone sequence
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    Lévy subordinator
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    Identifiers