Author: Bosc Damien Galichon Alfred
Publisher: Routledge Ltd
ISSN: 1469-7688
Source: Quantitative Finance, Vol.14, Iss.7, 2014-07, pp. : 1187-1199
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Related content
Extreme dependence of multivariate catastrophic losses
Scandinavian Actuarial Journal, Vol. 2006, Iss. 4, 2006-07 ,pp. :
Dependence structures for multivariate high-frequency data in finance
By Breymann W. Dias A. Embrechts P.
Quantitative Finance, Vol. 3, Iss. 1, 2003-01 ,pp. :
Ruin estimation in multivariate models with Clayton dependence structure
Scandinavian Actuarial Journal, Vol. 2005, Iss. 6, 2005-11 ,pp. :
Models for construction of multivariate dependence - a comparison study
The European Journal of Finance, Vol. 15, Iss. 7-8, 2009-10 ,pp. :