New copulas based on general partitions-of-unity and their applications to risk management (Q324993): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62H05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H12 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H17 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H20 / rank | |||
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| Property / zbMATH DE Number: 6639982 / rank | |||
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copulas | |||
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partition-of-unity | |||
| Property / zbMATH Keywords: partition-of-unity / rank | |||
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tail dependence | |||
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asymmetry | |||
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Revision as of 02:45, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New copulas based on general partitions-of-unity and their applications to risk management |
scientific article |
Statements
New copulas based on general partitions-of-unity and their applications to risk management (English)
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17 October 2016
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copulas
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partition-of-unity
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tail dependence
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asymmetry
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