Non-exchangeability of copulas arising from shock models
Kokol Bukovšek, Damjana, Košir, Tomaž, Mojškerc, Blaž, Omladič, MatjažVolume:
358
Language:
english
Journal:
Journal of Computational and Applied Mathematics
DOI:
10.1016/j.cam.2019.02.031
Date:
October, 2019
File:
PDF, 2.50 MB
english, 2019