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Hierarchical Archimedean dependence in common shock models - MaRDI portal

Hierarchical Archimedean dependence in common shock models (Q2241502)

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Hierarchical Archimedean dependence in common shock models
scientific article

    Statements

    title
    Hierarchical Archimedean dependence in common shock models (English)
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    author
    Umberto Cherubini
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    Sabrina Mulinacci
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    publication date
    9 November 2021
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    zbMATH Keywords
    common shock models
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    Marshall-Olkin distribution
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    hierarchical Archimedean copulas
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    systemic risk
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    Identifiers

    zbMATH DE Number
    7422323
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    OpenAlex ID
    W3049589760
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