Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions
DOI10.1016/J.INS.2008.09.004zbMATH Open1171.62036OpenAlexW1967067650MaRDI QIDQ730891FDOQ730891
Authors: Jan-Frederik Mai, Matthias Scherer 
Publication date: 1 October 2009
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ins.2008.09.004
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- CDO pricing with nested Archimedean copulas
- A continuous general multivariate distribution and its properties
- Computer Generation and Estimation in a One-Parameter System Of Bivariate Distributions with Specified Marginals
Cited In (6)
- The deFinetti representation of generalised Marshall-Olkin sequences
- Contributions to the diagonal expansion of a bivariate copula with continuous extensions
- Sampling exchangeable and hierarchical Marshall-Olkin distributions
- Lévy-frailty copulas
- Supermigrative semi-copulas and triangular norms
- Reparameterizing Marshall–Olkin copulas with applications to sampling
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