A study of one-factor copula models from a tail dependence perspective
type: Item
instance of: scholarly article
title: A study of one-factor copula models from a tail dependence perspective
author: Nariankadu D. Shyamalkumar
author: Siyang Tao
published in: ASTIN Bulletin
publication date: 2025-01-22T00:00:00Z
Mathematics Subject Classification ID: 91G05
zbMATH DE Number: 7972594
zbMATH Keywords: tail dependence coefficient
zbMATH Keywords: tail dependence matrix
zbMATH Keywords: correlation polytope
zbMATH Keywords: BB1 family
MaRDI profile type: Publication
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DOI: 10.1017/ASB.2024.29
description: scientific article; zbMATH DE number 7972594