Lévy-frailty copulas (Q1021855)

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Lévy-frailty copulas
scientific article

    Statements

    title
    Lévy-frailty copulas (English)
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    author
    Jan-Frederik Mai
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    Matthias Scherer
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    publication date
    9 June 2009
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    62H05
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    62H20
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    60G51
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    zbMATH DE Number
    5563140
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