The following pages link to (Q4801536):
Displaying 7 items.
- \(H\)-extendible copulas (Q443789) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure (Q1750101) (← links)
- Inference for Archimax copulas (Q2196206) (← links)
- Tail negative dependence and its applications for aggregate loss modeling (Q2347104) (← links)
- Comments on: Inference in multivariate Archimedean copula models (Q5970326) (← links)
- A flexible Clayton-like spatial copula with application to bounded support data (Q6200954) (← links)
