Understanding Relationships Using Copulas

DOI10.1080/10920277.1998.10595667zbMath1081.62564OpenAlexW2127038280MaRDI QIDQ5718270

Publication date: 13 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.1998.10595667

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic integrals (60H05)

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