A class of multivariate copulas with bivariate Fréchet marginal copulas

Insurance: Mathematics and Economics

Volumn 45, Issue 1, 2009, Pages 139-147

  Yang, Jingping ^a   Qi, Yongcheng ^b   Wang, Ruodu ^a  

^a PEKING UNIVERSITY   (China)

^b UNIVERSITY OF MINNESOTA DULUTH   (United States)

Author keywords

Bivariate Fr chet copulas; Conditional independence; Marginal copulas; Multivariate copulas

Indexed keywords

EID: 67650093091     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2009.05.007     Document Type: Article

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