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"Non-exchangeability of copulas arising from shock models."

Damjana Kokol Bukovsek et al. (2019)

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DOI: 10.1016/J.CAM.2019.02.031

access: closed

type: Journal Article

metadata version: 2022-06-23

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  - journals/jcam/BukovsekKMO19
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  - https://dblp.org/rec/journals/jcam/BukovsekKMO19
Damjana Kokol Bukovsek, Tomaz Kosir, Blaz Mojskerc, Matjaz Omladic:
Non-exchangeability of copulas arising from shock models. J. Comput. Appl. Math. 358: 61-83 (2019)

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