On uniform tail expansions of bivariate copulas (Q4829427): Difference between revisions
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Revision as of 18:35, 5 March 2024
scientific article; zbMATH DE number 2120126
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On uniform tail expansions of bivariate copulas |
scientific article; zbMATH DE number 2120126 |
Statements
On uniform tail expansions of bivariate copulas (English)
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29 November 2004
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copulas
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fat tails
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dependence of extreme events
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risk management
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portfolio theory
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