Dependence measures for perturbations of copulas (Q1697565)
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scientific article; zbMATH DE number 6841109
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dependence measures for perturbations of copulas |
scientific article; zbMATH DE number 6841109 |
Statements
Dependence measures for perturbations of copulas (English)
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20 February 2018
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copula
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perturbation of copula
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tail dependence
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dependence measures
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insurance data
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censoring
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0.92653155
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0.9198127
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0.91942483
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0.9161971
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0.91543823
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0.9122251
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