Modelling dependence

Insurance: Mathematics and Economics

Volumn 42, Issue 1, 2008, Pages 127-146

  Kallenberg, Wilbert C M ^a  

^a UNIVERSITY OF TWENTE   (Netherlands)

Author keywords

Contamination family; Copula; Exponential family; Legendre polynomials; Nonlinear correlation

Indexed keywords

EID: 38649098478     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2007.01.008     Document Type: Article

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