Export 2 results:
Filters: Keyword is Laplace transform  [Clear All Filters]
2012
Hua, L. & Joe, H., 2012. Tail comonotonicity and conservative risk measures. ASTIN Bulletin, 42, pp.601-629.
2011
Hua, L. & Joe, H., 2011. Tail order and intermediate tail dependence of multivariate copulas. Journal of Multivariate Analysis, 102, pp.1454-1471.