Understanding Relationships Using Copulas

North American Actuarial Journal - Tập 2 Số 1 - Trang 1-25 - 1998
Edward W. Frees1, Emiliano A. Valdez2
1Actuarial Science, School of Business , University of Wisconsin-Madison , 975 University Avenue, Madison , Wisconsin 53706
2Actuarial Science Risk Management and Insurance Department , School of Business, University of Wisconsin-Madison , 975 University Ave., Madison , Wisconsin 53706-1323

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