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scientific article; zbMATH DE number 6458331
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scientific article; zbMATH DE number 6458331

    Statements

    author
    G. Salvadori
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    Fabrizio Durante
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    Elisa Perrone
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    publication date
    13 July 2015
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    Mathematics Subject Classification ID
    62H12
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    62G05
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    62H05
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    86A32
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    zbMATH DE Number
    6458331
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    zbMATH Keywords
    Kendall's distribution function
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    multivariate return periods
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    copulas
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    risk assessment
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