Asymptotics of two-dimensional copulas
Mathematica Applicanda (2003)
- Volume: 31, Issue: 45/04
- ISSN: 1730-2668
Access Full Article
top
Abstract
topHow to cite
topP. Jaworski. "Asymptotics of two-dimensional copulas." Mathematica Applicanda 31.45/04 (2003): null. <http://eudml.org/doc/293251>.
@article{P2003,
abstract = {The paper deals with simple properties of two-dimensional copulas. The focus is on particular cases when a copula has a homogeneous expansion of the lower tail. Properties of the corresponding main part are studied. For particular cases of copulas the main parts are calculated and possible applications in modelling risk are discussed.},
author = {P. Jaworski},
journal = {Mathematica Applicanda},
keywords = {Two-dimensional copulas, homogeneous expansion, modelling risk},
language = {eng},
number = {45/04},
pages = {null},
title = {Asymptotics of two-dimensional copulas},
url = {http://eudml.org/doc/293251},
volume = {31},
year = {2003},
}
TY - JOUR
AU - P. Jaworski
TI - Asymptotics of two-dimensional copulas
JO - Mathematica Applicanda
PY - 2003
VL - 31
IS - 45/04
SP - null
AB - The paper deals with simple properties of two-dimensional copulas. The focus is on particular cases when a copula has a homogeneous expansion of the lower tail. Properties of the corresponding main part are studied. For particular cases of copulas the main parts are calculated and possible applications in modelling risk are discussed.
LA - eng
KW - Two-dimensional copulas, homogeneous expansion, modelling risk
UR - http://eudml.org/doc/293251
ER -
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.