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 / DOI: 10.1016/J.JMVA.2009.01.010 / rank | |||
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Latest revision as of 13:24, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lévy-frailty copulas |
scientific article |
Statements
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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