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Non-exchangeability of copulas arising from shock models - MaRDI portal

Non-exchangeability of copulas arising from shock models (Q2000611)

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Non-exchangeability of copulas arising from shock models
scientific article

    Statements

    title
    Non-exchangeability of copulas arising from shock models (English)
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    author
    Blaž Mojškerc
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    Matjaž Omladič
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    Tomasž Košir
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    publication date
    28 June 2019
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    zbMATH Keywords
    copula
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    shock models
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    asymmetry
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    nonexchangeable copulas
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    Marshall copula
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    maxmin copula
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    Identifiers

    zbMATH DE Number
    7074959
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    OpenAlex ID
    W2904834250
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    arXiv ID
    1808.09698
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    Wikidata QID
    Q128230244
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