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A two-component copula with links to insurance - MaRDI portal

A two-component copula with links to insurance

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Publication:6255988

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DOI10.1515/demo-2017-0017arXiv1410.8740MaRDI QIDQ6255988

T. Maynard, Gui-lan Yu, Samreen Ismail, Gesine D. Reinert

Publication date: 31 October 2014

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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