Tail dependence of the Gaussian copula revisited
Furman, Edward; Kuznetsov, Alexey; Su, Jianxi; Zitikis, Ričardas
- 期刊名称Insurance: Mathematics and Economics
- 作者Furman, Edward; Kuznetsov, Alexey; Su, Jianxi; Zitikis, Ričardas
- 印刷ISSN0167-6687
- 文件大小345.62KB
- 发表时间2016-5
- DOI10.1016/j.insmatheco.2016.04.009