Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439)
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scientific article; zbMATH DE number 6391695
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| English | Robust and bias-corrected estimation of the coefficient of tail dependence |
scientific article; zbMATH DE number 6391695 |
Statements
Robust and bias-corrected estimation of the coefficient of tail dependence (English)
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28 January 2015
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bias-correction
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tail dependence
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robustness
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tail quantile process
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insurance risk modelling
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0.8711169958114624
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0.8516877293586731
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0.8502991199493408
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0.8402766585350037
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0.834255039691925
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