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Extreme generators of shock induced copulas - MaRDI portal

Extreme generators of shock induced copulas (Q2671860)

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Extreme generators of shock induced copulas
scientific article

    Statements

    title
    Extreme generators of shock induced copulas (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
    3 June 2022
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    zbMATH Keywords
    copula
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    dependence concepts
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    shock models
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    extreme points
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    cites work
    Q3281461
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    Semilinear copulas
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    Q5386174
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    Q4255521
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    Q5446377
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    Q4915363
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    Q3552470
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    Q5285634
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    Q4395390
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    Identifiers

    zbMATH DE Number
    7537586
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    OpenAlex ID
    W4280649043
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