Archimedean copulas, exchangeability, and max-stability
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Publication:4305641
DOI10.2307/3215031zbMATH Open0812.60022OpenAlexW4231567101MaRDI QIDQ4305641FDOQ4305641
Authors: Rocco Ballerini 
Publication date: 14 May 1995
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3215031
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- Conditional excess risk measures and multivariate regular variation
- A dependent \(F^ \alpha\)-scheme
- Canonical spectral representation for exchangeable max-stable sequences
- Extremal behavior of Archimedean copulas
- Archimax copulas and invariance under transformations
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- A note on allocation of portfolio shares of random assets with Archimedean copula
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- Extreme Value Theory and Archimedean Copulas
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- Archimedean copulae and positive dependence
- Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima
- Tails of multivariate Archimedean copulas
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