Pair-copula constructions of multiple dependence
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Publication:80563
DOI10.1016/j.insmatheco.2007.02.001zbMath1165.60009WikidataQ56016800 ScholiaQ56016800MaRDI QIDQ80563
Kjersti Aas, Claudia Czado, Arnoldo Frigessi, Henrik Bakken, Claudia Czado, Kjersti Aas, Arnoldo Frigessi, Henrik Bakken
Publication date: April 2009
Published in: Insurance: Mathematics and Economics, Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://epub.ub.uni-muenchen.de/1855/1/paper_487.pdf
60E05: Probability distributions: general theory
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