Archived publication

Archived publication

Pair-copula constructions of multiple dependence

Aas, Kjersti; Czado, Claudia; Frigessi, Arnoldo; Bakken, Henrik

April 01, 2009

SAMBA

  • ISBN:
  • Author(s): Aas, Kjersti; Czado, Claudia; Frigessi, Arnoldo; Bakken, Henrik
  • Title: Pair-copula constructions of multiple dependence
  • Volume/number: 44/2
  • Name and number of project:
  • Journal: Insurance: Mathematics and Economics
  • Page(s):
  • Conference:
  • Refereed: 1
  • Publisher:
  • Published date: April 01, 2009
  • Book title:
  • Editor: