Copula convergence theorems for tail events. (Q1413327)
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scientific article; zbMATH DE number 2004026
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Copula convergence theorems for tail events. |
scientific article; zbMATH DE number 2004026 |
Statements
Copula convergence theorems for tail events. (English)
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16 November 2003
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Archimedean copula
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Comonotonicity
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Clayton copula
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Dependent risks
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Regular variation
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Tail dependence
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