A class of multivariate copulas with bivariate Fréchet marginal copulas
type: Item
instance of: scholarly article
title: A class of multivariate copulas with bivariate Fréchet marginal copulas
zbMATH Open document ID: 1231.91253
author: Yongcheng Qi
author: Ruodu Wang
author: Jingping Yang
published in: Insurance Mathematics \& Economics
publication date: 2012-02-10T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62H05
zbMATH DE Number: 6004627
zbMATH Keywords: multivariate copulas
zbMATH Keywords: bivariate Fréchet copulas
zbMATH Keywords: conditional independence
zbMATH Keywords: marginal copulas
describes a project that uses: CreditRisk+
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2009.05.007
OpenAlex ID: W1965587041
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DOI: 10.1016/J.INSMATHECO.2009.05.007
description: scientific article; zbMATH DE number 6004627