The use of copulas in the study of certain transforms of random variables with applications in finance
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Publication:3605260
zbMATH Open1196.62057MaRDI QIDQ3605260FDOQ3605260
Authors: Edith Kovács 
Publication date: 23 February 2009
Full work available at URL: https://eudml.org/doc/117156
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Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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