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Stoeber, J., Joe, H. & Czado, C., 2013. Simplified pair copula constructions: Limitations and extensions. Journal of Multivariate Analysis, 119, pp.101-118.
Hua, L. & Joe, H., 2012. Tail comonotonicity and conservative risk measures. ASTIN Bulletin, 42, pp.601-629.
Hua, L. & Joe, H., 2012. Tail comonotonicity: Properties, constructions, and asymptotic additivity of risk measures. Insurance Mathematics & Economics, 51, pp.492-503.
Hua, L. & Joe, H., 2011. Tail order and intermediate tail dependence of multivariate copulas. Journal of Multivariate Analysis, 102, pp.1454-1471.