On the distortion of a copula and its margins (Q2866292)
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scientific article; zbMATH DE number 6238143
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the distortion of a copula and its margins |
scientific article; zbMATH DE number 6238143 |
Statements
On the distortion of a copula and its margins (English)
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13 December 2013
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multivariate distortion
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ordering of risks
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probability integral transformation
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excess of loss reinsurance
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0.90694034
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0.90044814
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0.8903969
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0.8868988
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0.88182235
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0.88099337
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