Tail dependence comparison of survival Marshall-Olkin copulas
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Publication:937162
DOI10.1007/s11009-007-9037-3zbMath1142.62035OpenAlexW2092918649MaRDI QIDQ937162
Publication date: 20 August 2008
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-007-9037-3
Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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