Archimedean copulas derived from utility functions (Q2514623)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Archimedean copulas derived from utility functions |
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Archimedean copulas derived from utility functions (English)
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3 February 2015
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copula
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Archimedean generator
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utility function
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risk aversion
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dependence
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