\(H\)-extendible copulas (Q443789): Difference between revisions

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+Q5506193
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+Q3675249
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+Lévy Processes and Stochastic Calculus
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+Q4158362
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+Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications
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+Bivariate distributions with given extreme value attractor
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+Characterizations of probability distributions. A unified approach with an emphasis on exponential and related models
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+Constructing hierarchical archimedean copulas with Lévy subordinators
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+Sampling Archimedean copulas
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+Parametric families of multivariate distributions with given margins
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+Q4382161
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+Multivariate distributions from mixtures of max-infinitely divisible distributions
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+A probabilistic interpretation of complete monotonicity
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+On random sequences with spherical symmetry
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+Uses of exchangeability
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+Tail dependence comparison of survival Marshall-Olkin copulas
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+Orthant tail dependence of multivariate extreme value distributions
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+Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling
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+Lévy-frailty copulas
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+Reparameterizing Marshall–Olkin copulas with applications to sampling
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+A Multivariate Exponential Distribution
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+Families of Multivariate Distributions
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+Sampling nested Archimedean copulas
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+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
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+Monotonicity properties of multivariate distribution and survival functions -- with an application to Lévy-frailty copulas
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+Finite exchangeability, Lévy-frailty copulas and higher-order monotonic sequences
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+Bernstein functions. Theory and applications
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+Metric Spaces and Positive Definite Functions
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