On multivariate countermonotonic copulas and their actuarial application (Q323616)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On multivariate countermonotonic copulas and their actuarial application |
scientific article |
Statements
On multivariate countermonotonic copulas and their actuarial application (English)
0 references
10 October 2016
0 references
countermonotonicity
0 references
minimal copula
0 references
variance minimization
0 references
0 references
0 references
0 references
0 references