Comparing and quantifying tail dependence
type: Item
instance of: scholarly article
title: Comparing and quantifying tail dependence
zbMATH Open document ID: 1544.91275
author: Karl Friedrich Siburg
author: Christopher Strothmann
author: Gregor N. F. Weiß
published in: Insurance Mathematics \& Economics
publication date: 2024-09-18T00:00:00Z
Mathematics Subject Classification ID: 91G05
Mathematics Subject Classification ID: 91G15
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 7915300
zbMATH Keywords: tail dependence
zbMATH Keywords: measure of dependence
zbMATH Keywords: dependence modelling
MaRDI profile type: Publication
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DOI: 10.1016/J.INSMATHECO.2024.06.006
description: scientific article; zbMATH DE number 7915300