Lower tail dependence for Archimedean copulas: Characterizations and pitfalls

Insurance: Mathematics and Economics - Tập 40 Số 3 - Trang 525-532 - 2007
Arthur Charpentier1, Johan Segers2
1ENSAE-CREST, Timbre J120, 3 avenue Pierre Larousse, 92240 Malakoff, France
2Tilburg University, P.O. Box 90153, NL-5000 LE Tilburg, The Netherlands

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