Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826)
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scientific article; zbMATH DE number 5991259
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| English | Archimedean copulas in finite and infinite dimensions -- with application to ruin problems |
scientific article; zbMATH DE number 5991259 |
Statements
Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (English)
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21 December 2011
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Dirichlet distribution
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Archimedean copula
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ruin probability
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perturbed risk model
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random scaling
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mixing
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\(k\)-monotone functions
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completely monotone functions
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max-domain of attraction
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Gumbel distribution
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Davis-Resnick tail property
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Weibull distribution
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0.7706944346427917
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0.7706944346427917
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0.7637085318565369
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0.7621917724609375
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