Archimedean copulas derived from utility functions
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Publication:2514623
DOI10.1016/j.insmatheco.2014.10.002zbMath1306.62115OpenAlexW2148479340MaRDI QIDQ2514623
Publication date: 3 February 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://openaccess.city.ac.uk/id/eprint/5030/1/Publication%20IME%202014%20for%20Cass%20Knowledge.pdf
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Utility theory (91B16)
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