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Lorenz-generated bivariate Archimedean copulas - MaRDI portal

Lorenz-generated bivariate Archimedean copulas (Q828045)

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scientific article; zbMATH DE number 7294481
Language Label Description Also known as
English
Lorenz-generated bivariate Archimedean copulas
scientific article; zbMATH DE number 7294481

    Statements

    title
    Lorenz-generated bivariate Archimedean copulas (English)
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    author
    Andrea Fontanari
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    Pasquale Cirillo
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    Cornelis W. Oosterlee
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    publication date
    14 January 2021
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    zbMATH Keywords
    Lorenz curves
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    Archimedean copulas
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    stochastic ordering
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    tail dependence
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    Gini index
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    cites work
    Q5558293
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    Q5480755
    0 references
    Q3580490
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    Q4395384
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    A tour of inequality
    0 references
    Q5624436
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    Q4296137
    0 references
    Q5635645
    0 references
    Q5253267
    0 references
    Q4872499
    0 references
    Q4301147
    0 references
    Q3281461
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62H05
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    62H10
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    62G30
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    60E15
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    zbMATH DE Number
    7294481
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    OpenAlex ID
    W3123558495
    0 references
     
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