Pair-copula constructions of multiple dependence

Insurance: Mathematics and Economics - Tập 44 - Trang 182-198 - 2009
Kjersti Aas1, Claudia Czado2, Arnoldo Frigessi3, Henrik Bakken4
1The Norwegian Computing Centre, P.O. Box 114, Blindern, N-0314 Oslo, Norway
2Technische Universität München, Germany
3Centre for Statistics for Innovation, University of Oslo and the Norwegian Computing Centre, Oslo, Norway
4The Norwegian University of Science and Technology, Trondheim, Norway

Tài liệu tham khảo

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