Lévy-frailty copulas

Journal of Multivariate Analysis

Volumn 100, Issue 7, 2009, Pages 1567-1585

  Mai, Jan Frederik ^a   Scherer, Matthias ^a  

^a TECHNICAL UNIVERSITY OF MUNICH   (Germany)

Author keywords

Archimedean copula; Completely monotone sequence; Extreme value copula; L vy subordinator; Marshall Olkin copula

Indexed keywords

EID: 64249144589     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2009.01.010     Document Type: Article

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