Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions
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Author / Producer
Date
2009-10
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
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Rights / License
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Publication status
published
External links
Editor
Book title
Journal / series
Volume
37 (5B)
Pages / Article No.
3059 - 3097
Publisher
Institute of Mathematical Statistics
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Archimedean copula; d-monotone function; Dependence ordering; Frailty model; l(1)-norm symmetric distribution; Laplace transform; Stochastic simulation; Williamson d-transform
Organisational unit
02204 - RiskLab / RiskLab
Notes
First available: 17 July 2009.