Matrix-Tilted Archimedean Copulas

Hofert, Marius; Ziegel, Johanna F. (2021). Matrix-Tilted Archimedean Copulas. Risks, 9(4), p. 68. MDPI 10.3390/risks9040068

[img]
Preview
Text
HofertZiegel2021.pdf - Published Version
Available under License Creative Commons: Attribution (CC-BY).

Download (807kB) | Preview

Item Type:

Journal Article (Original Article)

Division/Institute:

08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science

UniBE Contributor:

Ziegel, Johanna F.

Subjects:

500 Science > 510 Mathematics

ISSN:

2227-9091

Publisher:

MDPI

Language:

English

Submitter:

Johanna Fasciati-Ziegel

Date Deposited:

26 Jan 2022 15:17

Last Modified:

05 Dec 2022 15:57

Publisher DOI:

10.3390/risks9040068

BORIS DOI:

10.48350/162592

URI:

https://boris.unibe.ch/id/eprint/162592

Actions (login required)

Edit item Edit item
Provide Feedback