Diversification for general copula dependence (Q3542547)

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Diversification for general copula dependence
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    title
    Diversification for general copula dependence (English)
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    author
    Stan Alink
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    Mario V. Wüthrich
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    Matthias Loewe
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    publication date
    1 December 2008
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    Mathematics Subject Classification ID
    62H05
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    62G32
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    62P05
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    zbMATH DE Number
    5375395
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    zbMATH Keywords
    dependent random variables
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    effect
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    survival copula
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