Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas
نویسندگان
چکیده
منابع مشابه
Simulating Exchangeable Multivariate Archimedean Copulas and its Applications
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ژورنال
عنوان ژورنال: Annals of Actuarial Science
سال: 2015
ISSN: 1748-4995,1748-5002
DOI: 10.1017/s1748499515000135