Hierarchies of Archimedean copulas (Q3557570)
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scientific article; zbMATH DE number 5700390
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hierarchies of Archimedean copulas |
scientific article; zbMATH DE number 5700390 |
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Hierarchies of Archimedean copulas (English)
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23 April 2010
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copulas
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portfolio management
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risk management
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insurance mathematics
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0.8549044132232666
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0.8421133160591125
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0.8308836817741394
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0.8275444507598877
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0.8141641020774841
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