Shock models with dependence and asymmetric linkages (Q2398074)
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scientific article; zbMATH DE number 6760266
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| default for all languages | No label defined |
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| English | Shock models with dependence and asymmetric linkages |
scientific article; zbMATH DE number 6760266 |
Statements
Shock models with dependence and asymmetric linkages (English)
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15 August 2017
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copula
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dependence concepts
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Marshall-Olkin distribution
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shock models
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tail dependence
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0.8201923370361328
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0.8110671639442444
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0.8034870028495789
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0.7950606346130371
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0.7920546531677246
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