Non-exchangeability of copulas arising from shock models (Q2000611)
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scientific article
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| English | Non-exchangeability of copulas arising from shock models |
scientific article |
Statements
Non-exchangeability of copulas arising from shock models (English)
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28 June 2019
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copula
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shock models
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asymmetry
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nonexchangeable copulas
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Marshall copula
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maxmin copula
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