Dependence measures for perturbations of copulas (Q1697565)

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Dependence measures for perturbations of copulas
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    title
    Dependence measures for perturbations of copulas (English)
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    author
    Jozef Komorník
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    Magda Komorníková
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    Jana Kalická
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    publication date
    20 February 2018
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    Mathematics Subject Classification ID
    62H05
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    62P05
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    62N01
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    zbMATH DE Number
    6841109
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    zbMATH Keywords
    copula
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    perturbation of copula
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    tail dependence
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    dependence measures
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    insurance data
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    censoring
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