New copulas based on general partitions-of-unity and their applications to risk management (Q324993)
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scientific article; zbMATH DE number 6639982
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| English | New copulas based on general partitions-of-unity and their applications to risk management |
scientific article; zbMATH DE number 6639982 |
Statements
New copulas based on general partitions-of-unity and their applications to risk management (English)
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17 October 2016
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copulas
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partition-of-unity
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tail dependence
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asymmetry
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0.9322468638420104
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0.9070639610290528
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0.8158215284347534
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0.7911839485168457
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0.7837187051773071
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