Lévy Copulas: Review of Recent Results
From MaRDI portal
Publication:2956050
DOI10.1007/978-3-319-25826-3_7zbMath1354.60051MaRDI QIDQ2956050
Publication date: 16 January 2017
Published in: The Fascination of Probability, Statistics and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-25826-3_7
Lévy processes; regular variation; Monte Carlo simulation; statistical estimation; risk management; Lévy copulas
60G51: Processes with independent increments; Lévy processes
62G05: Nonparametric estimation
62F10: Point estimation
60E05: Probability distributions: general theory
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