Show simple item record

dc.contributor.author
Embrechts, Paul
dc.contributor.author
Hofert, Marius
dc.contributor.author
Wang, Ruodu
dc.date.accessioned
2017-06-12T08:30:52Z
dc.date.available
2017-06-12T08:30:52Z
dc.date.issued
2016-06
dc.identifier.issn
1050-5164
dc.identifier.other
10.1214/15-aap1128
dc.identifier.uri
http://hdl.handle.net/20.500.11850/118010
dc.language.iso
en
dc.publisher
Institute of Mathematical Statistics
dc.subject
Tail dependence
dc.subject
Bernoulli random vectors
dc.subject
Compatibility
dc.subject
Matrices
dc.subject
Copulas
dc.subject
Insurance application
dc.title
Bernoulli and tail-dependence compatibility
dc.type
Journal Article
ethz.journal.title
The annals of applied probability
ethz.journal.volume
26
ethz.journal.issue
3
ethz.journal.abbreviated
Ann. appl. probab.
ethz.pages.start
1636
ethz.pages.end
1658
ethz.notes
.
ethz.identifier.wos
ethz.identifier.scopus
ethz.identifier.nebis
000585235
ethz.publication.place
Cleveland, OH
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus)
ethz.date.deposited
2017-06-12T08:30:55Z
ethz.source
ECIT
ethz.identifier.importid
imp593654848df3446588
ethz.ecitpid
pub:179948
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-12T11:11:39Z
ethz.rosetta.lastUpdated
2018-11-02T23:37:18Z
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=Bernoulli%20and%20tail-dependence%20compatibility&rft.jtitle=The%20annals%20of%20applied%20probability&rft.date=2016-06&rft.volume=26&rft.issue=3&rft.spage=1636&rft.epage=1658&rft.issn=1050-5164&rft.au=Embrechts,%20Paul&Hofert,%20Marius&Wang,%20Ruodu&rft.genre=article&
 Search via SFX

Files in this item

FilesSizeFormatOpen in viewer

There are no files associated with this item.

Publication type

Show simple item record