Archimedean copulas in finite and infinite dimensions -- with application to ruin problems
type: Item
instance of: scholarly article
title: Archimedean copulas in finite and infinite dimensions -- with application to ruin problems
zbMATH Open document ID: 1284.62339
author: Corina Constantinescu
author: Enkelejd Hashorva
author: Lanpeng Ji
published in: Insurance Mathematics \& Economics
publication date: 2011-12-21T00:00:00Z
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5991259
zbMATH Keywords: Dirichlet distribution
zbMATH Keywords: Archimedean copula
zbMATH Keywords: ruin probability
zbMATH Keywords: perturbed risk model
zbMATH Keywords: random scaling
zbMATH Keywords: mixing
zbMATH Keywords: \(k\)-monotone functions
zbMATH Keywords: completely monotone functions
zbMATH Keywords: max-domain of attraction
zbMATH Keywords: Gumbel distribution
zbMATH Keywords: Davis-Resnick tail property
zbMATH Keywords: Weibull distribution
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2011.08.006
OpenAlex ID: W1977915064
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DOI: 10.1016/J.INSMATHECO.2011.08.006
description: scientific article; zbMATH DE number 5991259