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Hierarchies of Archimedean copulas - MaRDI portal

Hierarchies of Archimedean copulas (Q3557570)

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scientific article
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English
Hierarchies of Archimedean copulas
scientific article

    Statements

    title
    Hierarchies of Archimedean copulas (English)
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    author
    Cornelia Savu
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    Mark Trede
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    publication date
    23 April 2010
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    zbMATH Keywords
    copulas
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    portfolio management
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    risk management
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    insurance mathematics
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    Identifiers

    zbMATH DE Number
    5700390
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    OpenAlex ID
    W2034783257
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