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Publication:3183812
zbMath1196.62059MaRDI QIDQ3183812
Monika Juráňová, Vladimír Jágr, Magda Komorníková, Radko Mesiar
Publication date: 21 October 2009
Full work available at URL: https://eudml.org/doc/33966
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
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- Limiting dependence structures for tail events, with applications to credit derivatives
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- Gluing Copulas
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