On the distortion of a copula and its margins (Q2866292): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 19:25, 3 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the distortion of a copula and its margins |
scientific article |
Statements
On the distortion of a copula and its margins (English)
0 references
13 December 2013
0 references
multivariate distortion
0 references
ordering of risks
0 references
probability integral transformation
0 references
excess of loss reinsurance
0 references