Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826)

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Archimedean copulas in finite and infinite dimensions -- with application to ruin problems
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    Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (English)
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    21 December 2011
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    Dirichlet distribution
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    Archimedean copula
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    ruin probability
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    perturbed risk model
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    random scaling
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    mixing
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    \(k\)-monotone functions
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    completely monotone functions
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    max-domain of attraction
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    Gumbel distribution
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    Davis-Resnick tail property
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    Weibull distribution
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