Exact simulation of reciprocal Archimedean copulas (Q722659)
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scientific article
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English | Exact simulation of reciprocal Archimedean copulas |
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Exact simulation of reciprocal Archimedean copulas (English)
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27 July 2018
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reciprocal Archimedean copula
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Poisson random measure
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simulation
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max-infinitely divisible
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