Bernoulli and tail-dependence compatibility
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Date
2016-06Type
- Journal Article
Publication status
publishedJournal / series
The annals of applied probabilityVolume
Pages / Article No.
Publisher
Institute of Mathematical StatisticsSubject
Tail dependence; Bernoulli random vectors; Compatibility; Matrices; Copulas; Insurance applicationOrganisational unit
03288 - Embrechts, Paul
Notes
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