Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity
type: Item
instance of: scholarly article
title: Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity
zbMATH Open document ID: 1290.62040
author: Fabrizio Durante
author: Juan Fernández-Sánchez
author: Carlo Sempi
published in: Insurance Mathematics \& Economics
publication date: 2014-06-23T00:00:00Z
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62E17
zbMATH DE Number: 6306934
zbMATH Keywords: comonotonicity
zbMATH Keywords: copula
zbMATH Keywords: patchwork construction
zbMATH Keywords: tail dependence
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2013.10.010
OpenAlex ID: W2004322305
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DOI: 10.1016/J.INSMATHECO.2013.10.010
description: scientific article; zbMATH DE number 6306934