PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE (Q4563753)

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scientific article; zbMATH DE number 6880314
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English
PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE
scientific article; zbMATH DE number 6880314

    Statements

    title
    PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE (English)
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    author
    Edward Furman
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    Jianxi Su
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    Ričardas Zitikis
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    publication date
    4 June 2018
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    zbMATH Keywords
    multivariate distribution
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    copula
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    tail dependence
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    maximal dependence
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    fatal shock
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    multivariate Pareto
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    enterprise risk management
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    cites work
    Q5706744
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    Identifiers

    DOI
    10.1017/asb.2015.10
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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
    6880314
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    OpenAlex ID
    W3121767812
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    arXiv ID
    1405.1326
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