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Compound vectors of subordinators and their associated positive Lévy copulas - MaRDI portal

Compound vectors of subordinators and their associated positive Lévy copulas (Q2022558)

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scientific article
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Compound vectors of subordinators and their associated positive Lévy copulas
scientific article

    Statements

    title
    Compound vectors of subordinators and their associated positive Lévy copulas (English)
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    author
    Fabrizio Leisen
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    Alan Riva Palacio
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    publication date
    29 April 2021
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    zbMATH Keywords
    Clayton Lévy copulas
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    dependent completely random measures
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    Lévy processes
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    cites work
    Q3057788
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    Q3643292
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    Q5286671
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    Q2738738
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    Q4937701
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    Q4062428
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    Identifiers

    Mathematics Subject Classification ID
    62H05
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    62G07
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    62M10
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    60G51
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    62P30
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    zbMATH DE Number
    7341260
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    OpenAlex ID
    W3129091179
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    arXiv ID
    1909.12112
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