Bernoulli and tail-dependence compatibility - Research Collection

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Author

Embrechts, Paul

Date

2016-06

Type

Journal Article

Citations

Cited 18 times in Web of Science

Cited 18 times in Scopus

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1214/15-aap1128

Journal / series

The Annals of Applied Probability

Volume

26(3)

Pages / Article No.

1636 - 1658

Publisher

Institute of Mathematical Statistics

Subject

Tail dependence; Bernoulli random vectors; Compatibility; Matrices; Copulas; Insurance application

Organisational unit

03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)

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Citations

Cited 18 times in Web of Science

Cited 18 times in Scopus

ETH Bibliography

yes

Altmetrics